+3.2%
SLB vs XLC
+72.9%
-69.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +0.8% | -0.8% | +1.7% | +1.3% |
| 30D | +15.8% | +1.0% | +14.8% | +15.0% |
| 3M | -0.3% | -0.7% | +0.3% | -0.1% |
| 6M | +21.3% | -5.1% | +26.5% | +25.1% |
| YTD | +52.3% | -4.3% | +56.6% | +55.7% |
| 1Y | +63.6% | -0.6% | +64.2% | +62.5% |
| All | +3.2% | +72.9% | -69.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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