-4.1%
SLB vs Z
+25.1%
-29.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +0.8% | -3.0% | +3.8% | +1.3% |
| 30D | +15.8% | -4.2% | +20.0% | +16.3% |
| 3M | -0.3% | -3.7% | +3.4% | -0.3% |
| 6M | +21.3% | -24.5% | +45.9% | +25.6% |
| YTD | +52.3% | -49.3% | +101.6% | +66.6% |
| 1Y | +63.6% | -58.7% | +122.3% | +84.2% |
| 3Y | +3.8% | -34.1% | +37.9% | +5.8% |
| 5Y | +128.6% | -64.5% | +193.2% | +145.9% |
| 10Y | -3.1% | -0.5% | -2.6% | -25.9% |
| All | -4.1% | +25.1% | -29.2% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling