+202.8%
TER vs SLB
+132.5%
+70.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -8.3% | +15.8% | -24.1% | -13.3% |
| 3M | -12.2% | -0.3% | -11.9% | -12.5% |
| 6M | +17.1% | +21.3% | -4.3% | +8.9% |
| YTD | +84.7% | +52.3% | +32.4% | +59.4% |
| 1Y | +199.9% | +63.6% | +136.3% | +152.5% |
| 3Y | +232.8% | +3.8% | +229.0% | +208.9% |
| All | +202.8% | +132.5% | +70.3% | +134.3% |
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