+7.9%
SNOW vs SLB
+132.5%
-124.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +6.4% | +15.8% | -9.4% | +4.7% |
| 3M | +38.1% | -0.3% | +38.4% | +37.9% |
| 6M | +100.4% | +21.3% | +79.0% | +94.0% |
| YTD | +53.7% | +52.3% | +1.4% | +43.5% |
| 1Y | +52.0% | +63.6% | -11.7% | +39.9% |
| 3Y | +114.7% | +3.8% | +110.9% | +104.9% |
| All | +7.9% | +132.5% | -124.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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