-5.9%
SLB vs XYZ
+609.1%
-615.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -2.4% | -5.2% | +2.7% | -1.6% |
| 30D | +4.9% | 0.0% | +4.9% | +4.8% |
| 3M | +1.4% | +18.7% | -17.2% | -1.8% |
| 6M | +17.6% | +20.5% | -2.9% | +13.2% |
| YTD | +48.3% | +21.5% | +26.9% | +41.8% |
| 1Y | +58.7% | +7.2% | +51.5% | +54.1% |
| 3Y | +0.6% | +49.0% | -48.4% | -10.9% |
| 5Y | +133.6% | -68.1% | +201.7% | +152.8% |
| All | -5.9% | +609.1% | -615.0% | -38.7% |
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