-13.1%
SLB vs XYZ
+597.9%
-610.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.0% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +6.5% | +11.5% | -5.0% | +4.3% |
| 3M | -0.2% | +1.8% | -2.0% | -0.9% |
| 6M | -5.7% | +21.2% | -26.9% | -9.5% |
| YTD | +36.8% | +29.9% | +6.9% | +28.9% |
| 1Y | +45.8% | +35.8% | +10.0% | +36.1% |
| 3Y | +3.4% | +62.6% | -59.2% | -9.7% |
| 5Y | +76.1% | -62.8% | +138.9% | +85.3% |
| All | -13.1% | +597.9% | -610.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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