+99.1%
V vs SLB
+65.5%
+33.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +2.2% | -7.1% | +9.3% | +3.2% |
| 30D | +13.6% | +4.1% | +9.5% | +12.9% |
| 3M | +14.3% | -2.6% | +16.9% | +14.4% |
| 6M | +33.1% | -8.6% | +41.7% | +34.1% |
| YTD | +21.2% | +32.2% | -11.0% | +14.8% |
| 1Y | +26.4% | +40.7% | -14.2% | +18.4% |
| 3Y | +77.6% | -4.5% | +82.1% | +73.4% |
| All | +99.1% | +65.5% | +33.6% | +70.2% |
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