+1.9%
SLB vs XRT
+61.0%
-59.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.2% | -1.4% | +0.3% | -0.5% |
| 30D | +4.5% | +9.8% | -5.3% | -1.0% |
| 3M | -4.6% | +3.3% | -7.8% | -6.6% |
| 6M | -6.3% | +13.6% | -19.9% | -13.8% |
| YTD | +35.0% | +9.1% | +25.9% | +27.1% |
| 1Y | +38.8% | +15.1% | +23.7% | +26.5% |
| All | +1.9% | +61.0% | -59.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling