+37.8%
SLB vs XRT
+537.3%
-499.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +4.4% | +7.5% | -3.1% | -1.3% |
| 3M | -2.7% | +2.3% | -5.1% | -5.2% |
| 6M | -7.5% | +12.8% | -20.4% | -16.2% |
| YTD | +34.8% | +7.1% | +27.8% | +26.5% |
| 1Y | +44.6% | +12.3% | +32.3% | +31.3% |
| 3Y | +3.2% | +57.0% | -53.8% | -27.1% |
| 5Y | +73.6% | -4.3% | +77.9% | +63.7% |
| 10Y | -14.3% | +136.7% | -151.0% | -61.5% |
| All | +37.8% | +537.3% | -499.4% | -73.1% |
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