-3.1%
SLB vs XRT
+129.4%
-132.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | +15.8% | -4.2% | +20.0% | +18.7% |
| 3M | -0.3% | +5.1% | -5.4% | -4.0% |
| 6M | +21.3% | +2.4% | +18.9% | +18.5% |
| YTD | +52.3% | +3.2% | +49.1% | +48.1% |
| 1Y | +63.6% | +1.5% | +62.1% | +60.3% |
| 3Y | +3.8% | +40.6% | -36.8% | -19.1% |
| 5Y | +128.6% | -1.0% | +129.6% | +117.1% |
| All | -3.1% | +129.4% | -132.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling