+1.1%
SLB vs Z
-20.5%
+21.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | -0.4% |
| 7D | -4.3% | -6.5% | +2.2% | -3.7% |
| 30D | +1.9% | -0.1% | +2.0% | +1.5% |
| 3M | -5.7% | -14.1% | +8.4% | -4.7% |
| 6M | -5.3% | -30.1% | +24.7% | -2.1% |
| YTD | +32.2% | -57.5% | +89.7% | +45.4% |
| 1Y | +38.5% | -60.3% | +98.8% | +53.9% |
| 3Y | +1.1% | -21.0% | +22.2% | +8.0% |
| All | +1.1% | -20.5% | +21.6% | +8.0% |
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