-12.1%
SLB vs XYZ
+690.7%
-702.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.4% |
| 7D | -3.7% | +14.9% | -18.6% | -5.9% |
| 30D | +2.9% | +14.7% | -11.7% | +0.5% |
| 3M | +0.2% | +12.1% | -11.9% | -2.0% |
| 6M | -4.4% | +18.3% | -22.8% | -7.8% |
| YTD | +33.4% | +36.1% | -2.6% | +25.0% |
| 1Y | +40.8% | +35.3% | +5.5% | +31.8% |
| 3Y | +3.2% | +73.5% | -70.3% | -10.3% |
| 5Y | +64.8% | -61.6% | +126.4% | +71.5% |
| 10Y | -16.6% | +638.0% | -654.6% | -49.5% |
| All | -12.1% | +690.7% | -702.8% | -48.3% |
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