-12.9%
SLB vs XYZ
+664.1%
-677.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | -4.3% | +12.6% | -16.9% | -6.2% |
| 30D | +1.9% | +10.8% | -8.9% | 0.0% |
| 3M | -5.7% | +8.4% | -14.1% | -7.3% |
| 6M | -5.3% | +14.3% | -19.7% | -8.2% |
| YTD | +32.2% | +31.5% | +0.7% | +24.5% |
| 1Y | +38.5% | +28.1% | +10.4% | +30.8% |
| 3Y | +1.1% | +66.2% | -65.0% | -11.5% |
| 5Y | +70.3% | -62.3% | +132.6% | +77.5% |
| 10Y | -17.3% | +634.6% | -651.9% | -49.8% |
| All | -12.9% | +664.1% | -677.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling