+18.2%
TER vs SLB
+39.5%
-21.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -20.5% | -7.1% | -13.4% | -17.0% |
| 30D | -47.0% | +4.1% | -51.1% | -47.7% |
| 3M | -43.3% | -2.6% | -40.6% | -42.3% |
| 6M | -42.9% | -8.6% | -34.4% | -38.9% |
| YTD | +12.9% | +32.2% | -19.3% | +2.6% |
| 1Y | +18.2% | +40.7% | -22.5% | +8.0% |
| All | +18.2% | +39.5% | -21.3% | +8.0% |
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