+341.8%
SLB vs XLB
+825.1%
-483.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +1.1% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +4.4% | +5.3% | -0.9% | -0.7% |
| 3M | -2.7% | 0.0% | -2.7% | -2.9% |
| 6M | -7.5% | +1.2% | -8.8% | -9.2% |
| YTD | +34.8% | +16.9% | +17.9% | +15.9% |
| 1Y | +44.6% | +20.9% | +23.7% | +20.5% |
| 3Y | +3.2% | +43.3% | -40.1% | -26.0% |
| 5Y | +73.6% | +28.3% | +45.2% | +36.8% |
| 10Y | -14.3% | +165.3% | -179.6% | -61.9% |
| All | +341.8% | +825.1% | -483.3% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling