+43.2%
TER vs SLB
+45.4%
-2.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -6.3% |
| 7D | -19.9% | -4.1% | -15.8% | -18.1% |
| 30D | -43.5% | +2.5% | -46.1% | -44.1% |
| 3M | -37.8% | +2.0% | -39.8% | -38.5% |
| 6M | -25.6% | -6.3% | -19.2% | -21.6% |
| YTD | +29.8% | +36.5% | -6.7% | +14.8% |
| 1Y | +43.2% | +46.2% | -3.1% | +26.4% |
| All | +43.2% | +45.4% | -2.3% | +26.4% |
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