+139.2%
SLB vs XYZ
-69.7%
+208.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | +0.4% | +2.9% | -2.4% | +0.1% |
| 30D | +13.6% | +1.4% | +12.2% | +13.3% |
| 3M | +1.5% | +14.6% | -13.1% | -0.6% |
| 6M | +23.0% | +20.8% | +2.3% | +19.4% |
| YTD | +51.2% | +23.1% | +28.2% | +45.7% |
| 1Y | +63.5% | +5.6% | +57.8% | +60.2% |
| 3Y | +2.5% | +50.9% | -48.4% | -6.3% |
| 5Y | +139.2% | -68.6% | +207.7% | +158.2% |
| All | +139.2% | -69.7% | +208.9% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling