+76.1%
V vs SLB
+1.2%
+74.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.6% | -4.3% | +4.9% | +1.1% |
| 30D | +9.7% | +1.9% | +7.8% | +9.4% |
| 3M | +17.3% | -5.7% | +23.0% | +17.9% |
| 6M | +33.2% | -5.3% | +38.6% | +33.5% |
| YTD | +21.3% | +32.2% | -10.8% | +14.4% |
| 1Y | +27.3% | +38.5% | -11.2% | +18.9% |
| 3Y | +76.1% | +1.1% | +75.0% | +66.0% |
| All | +76.1% | +1.2% | +74.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling