+62.5%
SLB vs XLB
+29.2%
+33.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | -7.1% | -1.5% | -5.6% | -6.0% |
| 30D | +4.1% | +6.1% | -2.0% | -1.7% |
| 3M | -2.6% | 0.0% | -2.7% | -2.9% |
| 6M | -8.6% | 0.0% | -8.5% | -9.1% |
| YTD | +32.2% | +16.0% | +16.2% | +13.9% |
| 1Y | +40.7% | +24.7% | +15.9% | +13.0% |
| 3Y | -4.5% | +40.4% | -44.9% | -30.6% |
| All | +62.5% | +29.2% | +33.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling