+72.2%
V vs SLB
+132.5%
-60.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +2.0% | +15.8% | -13.9% | -0.2% |
| 3M | +17.4% | -0.3% | +17.7% | +17.2% |
| 6M | +17.5% | +21.3% | -3.8% | +13.6% |
| YTD | +7.6% | +52.3% | -44.7% | 0.0% |
| 1Y | +7.7% | +63.6% | -55.9% | -1.3% |
| 3Y | +54.7% | +3.8% | +50.9% | +49.6% |
| All | +72.2% | +132.5% | -60.4% | +39.6% |
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