+71.7%
TER vs SLB
+76.5%
-4.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +14.4% | +3.5% | +10.9% | +12.9% |
| 30D | -30.6% | +6.5% | -37.1% | -32.0% |
| 3M | -39.2% | -0.2% | -39.0% | -39.0% |
| 6M | -31.3% | -5.7% | -25.5% | -29.9% |
| YTD | +29.1% | +36.8% | -7.8% | +15.8% |
| 1Y | +47.4% | +45.8% | +1.7% | +29.3% |
| 3Y | +191.2% | +3.4% | +187.9% | +175.9% |
| All | +71.7% | +76.5% | -4.9% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling