+3.2%
SLB vs Z
-33.7%
+36.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +15.8% | -4.2% | +20.0% | +16.2% |
| 3M | -0.3% | -3.7% | +3.4% | -0.3% |
| 6M | +21.3% | -24.5% | +45.9% | +24.8% |
| YTD | +52.3% | -49.3% | +101.6% | +64.3% |
| 1Y | +63.6% | -58.7% | +122.3% | +81.3% |
| All | +3.2% | -33.7% | +36.9% | +14.6% |
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