-17.2%
SLB vs Z
+9.5%
-26.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.6% | +6.9% | -2.2% |
| 7D | -7.7% | -2.3% | -5.5% | -7.6% |
| 30D | -0.7% | +9.4% | -10.1% | -2.5% |
| 3M | 0.0% | -16.1% | +16.1% | +1.7% |
| 6M | -10.4% | -30.4% | +20.0% | -6.6% |
| YTD | +31.5% | -55.6% | +87.1% | +45.7% |
| 1Y | +39.1% | -58.5% | +97.7% | +55.7% |
| 3Y | -5.7% | -19.6% | +13.9% | -7.3% |
| 5Y | +65.4% | -54.1% | +119.6% | +70.4% |
| 10Y | -15.6% | -12.1% | -3.5% | -34.6% |
| All | -17.2% | +9.5% | -26.8% | -39.2% |
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