-25.6%
SNOW vs SLB
+65.5%
-91.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -9.9% | -7.1% | -2.8% | -9.1% |
| 30D | -17.1% | +4.1% | -21.2% | -17.4% |
| 3M | -13.2% | -2.6% | -10.6% | -13.1% |
| 6M | +97.4% | -8.6% | +106.0% | +98.4% |
| YTD | +25.8% | +32.2% | -6.4% | +18.8% |
| 1Y | +4.2% | +40.7% | -36.4% | -2.7% |
| 3Y | +91.3% | -4.5% | +95.8% | +84.1% |
| All | -25.6% | +65.5% | -91.1% | -31.5% |
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