+55.7%
SLB vs XRT
+514.3%
-458.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.0% |
| 3M | -0.3% | +5.1% | -5.4% | -4.3% |
| 6M | +21.3% | +2.4% | +18.9% | +18.3% |
| YTD | +52.3% | +3.2% | +49.1% | +47.7% |
| 1Y | +63.6% | +1.5% | +62.1% | +60.0% |
| 3Y | +3.8% | +40.6% | -36.8% | -20.5% |
| 5Y | +128.6% | -1.0% | +129.6% | +110.9% |
| 10Y | -3.1% | +128.4% | -131.5% | -55.1% |
| All | +55.7% | +514.3% | -458.6% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling