+66.7%
SNXX vs SLB
+4.2%
+62.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.1% | -14.7% | -15.1% |
| 7D | -47.8% | -4.1% | -43.7% | -46.3% |
| 30D | -66.0% | +2.5% | -68.6% | -66.4% |
| 3M | -57.5% | +2.0% | -59.5% | -57.3% |
| 6M | -66.7% | -6.3% | -60.4% | -63.0% |
| All | +66.7% | +4.2% | +62.5% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling