+8,410.9%
TER vs SLB
+820.7%
+7,590.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.5% | -13.8% |
| 7D | -28.2% | -7.7% | -20.4% | -25.6% |
| 30D | -50.6% | -0.7% | -49.8% | -50.3% |
| 3M | -45.3% | 0.0% | -45.3% | -45.4% |
| 6M | -40.4% | -10.4% | -30.0% | -38.1% |
| YTD | +10.0% | +31.5% | -21.4% | -1.5% |
| 1Y | +13.6% | +39.1% | -25.5% | -0.8% |
| 3Y | +145.2% | -5.7% | +150.9% | +146.1% |
| 5Y | +50.4% | +65.4% | -15.1% | +13.3% |
| 10Y | +882.9% | -15.6% | +898.5% | +743.4% |
| All | +8,410.9% | +820.7% | +7,590.3% | +2,884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling