+2,956.9%
SPY vs SLB
+633.3%
+2,323.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -7.1% | +4.4% | -0.8% |
| 30D | -5.4% | +4.1% | -9.5% | -6.5% |
| 3M | -4.1% | -2.6% | -1.5% | -3.9% |
| 6M | +0.7% | -8.6% | +9.3% | +2.0% |
| YTD | +8.7% | +32.2% | -23.5% | -0.8% |
| 1Y | +10.9% | +40.7% | -29.8% | -0.6% |
| 3Y | +75.0% | -4.5% | +79.5% | +70.3% |
| 5Y | +67.8% | +66.4% | +1.4% | +34.0% |
| 10Y | +312.9% | -15.1% | +327.9% | +257.7% |
| All | +2,956.9% | +633.3% | +2,323.5% | +1,424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling