-8.4%
T vs SLB
+39.5%
-47.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +1.0% | -7.1% | +8.1% | +1.3% |
| 30D | -10.6% | +4.1% | -14.7% | -11.0% |
| 3M | -7.7% | -2.6% | -5.1% | -7.8% |
| 6M | -13.3% | -8.6% | -4.8% | -14.0% |
| YTD | -8.8% | +32.2% | -41.0% | -10.3% |
| 1Y | -8.4% | +40.7% | -49.0% | -9.9% |
| All | -8.4% | +39.5% | -47.9% | -9.9% |
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