+64.8%
SLB vs XYZ
-62.9%
+127.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.5% |
| 7D | -3.7% | +14.9% | -18.6% | -5.4% |
| 30D | +2.9% | +14.7% | -11.7% | +1.0% |
| 3M | +0.2% | +12.1% | -11.9% | -1.5% |
| 6M | -4.4% | +18.3% | -22.8% | -7.1% |
| YTD | +33.4% | +36.1% | -2.6% | +26.7% |
| 1Y | +40.8% | +35.3% | +5.5% | +33.6% |
| 3Y | +3.2% | +73.5% | -70.3% | -7.3% |
| 5Y | +64.8% | -61.6% | +126.4% | +79.4% |
| All | +64.8% | -62.9% | +127.7% | +79.4% |
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 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