-4.5%
SLB vs Z
-21.1%
+16.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | -7.1% | -4.6% | -2.6% | -6.7% |
| 30D | +4.1% | +8.3% | -4.2% | +2.7% |
| 3M | -2.6% | -11.6% | +9.0% | -1.9% |
| 6M | -8.6% | -33.6% | +25.1% | -4.7% |
| YTD | +32.2% | -56.7% | +88.9% | +45.0% |
| 1Y | +40.7% | -59.1% | +99.8% | +55.5% |
| 3Y | -4.5% | -20.4% | +15.8% | +1.5% |
| All | -4.5% | -21.1% | +16.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling