+2,926.4%
V vs SLB
+5.7%
+2,920.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +2.0% | +15.8% | -13.9% | -2.6% |
| 3M | +17.4% | -0.3% | +17.7% | +16.5% |
| 6M | +17.5% | +21.3% | -3.8% | +9.4% |
| YTD | +7.6% | +52.3% | -44.7% | -7.0% |
| 1Y | +7.7% | +63.6% | -55.9% | -9.3% |
| 3Y | +54.7% | +3.8% | +50.9% | +45.6% |
| 5Y | +73.0% | +128.6% | -55.6% | +17.9% |
| 10Y | +390.9% | -3.1% | +393.9% | +297.4% |
| All | +2,926.4% | +5.7% | +2,920.8% | +1,936.1% |
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