+2.1%
SLB vs XLB
+35.9%
-33.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +0.8% | -1.4% | +2.2% | +2.2% |
| 30D | +15.8% | -0.4% | +16.2% | +16.1% |
| 3M | -0.3% | +2.0% | -2.3% | -2.7% |
| 6M | +21.3% | +1.8% | +19.5% | +18.3% |
| YTD | +52.3% | +16.6% | +35.7% | +29.1% |
| 1Y | +63.6% | +16.9% | +46.7% | +37.9% |
| All | +2.1% | +35.9% | -33.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling