+33.9%
TER vs SLB
+39.9%
-6.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +12.2% |
| 7D | -5.8% | -3.7% | -2.1% | -3.5% |
| 30D | -38.9% | +2.9% | -41.8% | -39.4% |
| 3M | -35.1% | +0.2% | -35.3% | -35.0% |
| 6M | -31.6% | -4.4% | -27.1% | -28.9% |
| YTD | +27.2% | +33.4% | -6.2% | +15.1% |
| All | +33.9% | +39.9% | -6.0% | +21.8% |
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