+0.4%
SLB vs XYZ
+638.9%
-638.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +15.8% | -1.7% | +17.5% | +16.0% |
| 3M | -0.3% | +16.7% | -17.1% | -3.2% |
| 6M | +21.3% | +26.9% | -5.5% | +16.0% |
| YTD | +52.3% | +27.1% | +25.2% | +44.7% |
| 1Y | +63.6% | +9.3% | +54.4% | +58.6% |
| 3Y | +3.8% | +42.3% | -38.5% | -7.0% |
| 5Y | +128.6% | -69.3% | +198.0% | +147.8% |
| 10Y | -3.1% | +586.8% | -589.9% | -40.5% |
| All | +0.4% | +638.9% | -638.6% | -40.2% |
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 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