+73.6%
SLB vs Z
-54.7%
+128.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +2.6% | -4.9% | +7.5% | +3.1% |
| 30D | +4.4% | +3.0% | +1.4% | +3.6% |
| 3M | -2.7% | -13.4% | +10.7% | -1.8% |
| 6M | -7.5% | -27.3% | +19.8% | -5.1% |
| YTD | +34.8% | -57.8% | +92.6% | +46.6% |
| 1Y | +44.6% | -60.0% | +104.6% | +58.2% |
| 3Y | +3.2% | -21.5% | +24.7% | +3.9% |
| 5Y | +73.6% | -55.0% | +128.5% | +76.4% |
| All | +73.6% | -54.7% | +128.3% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling