+3,094.0%
SPY vs SLB
+744.8%
+2,349.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +0.1% | +15.8% | -15.8% | -3.9% |
| 3M | +2.0% | -0.3% | +2.3% | +1.4% |
| 6M | +13.0% | +21.3% | -8.3% | +6.3% |
| YTD | +13.5% | +52.3% | -38.8% | +0.1% |
| 1Y | +20.0% | +63.6% | -43.6% | +3.4% |
| 3Y | +77.2% | +3.8% | +73.4% | +68.9% |
| 5Y | +81.9% | +128.6% | -46.8% | +33.1% |
| 10Y | +314.1% | -3.1% | +317.1% | +247.3% |
| All | +3,094.0% | +744.8% | +2,349.2% | +1,439.1% |
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