-4.5%
SLB vs XLC
+60.5%
-65.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | -7.1% | +4.9% | -12.0% | -9.5% |
| 30D | +4.1% | -5.8% | +9.9% | +7.3% |
| 3M | -2.6% | -5.4% | +2.8% | -0.1% |
| 6M | -8.6% | -10.2% | +1.6% | -3.2% |
| YTD | +32.2% | -10.2% | +42.4% | +39.6% |
| 1Y | +40.7% | -5.6% | +46.3% | +43.1% |
| 3Y | -4.5% | +61.0% | -65.5% | -25.8% |
| All | -4.5% | +60.5% | -65.0% | -25.8% |
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