+167.2%
XLE vs SLB
-16.2%
+183.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -12.0% | -7.1% | -4.9% | -7.9% |
| 30D | -2.7% | +4.1% | -6.8% | -5.3% |
| 3M | +6.6% | -2.6% | +9.2% | +7.3% |
| 6M | +9.5% | -8.6% | +18.1% | +13.3% |
| YTD | +40.6% | +32.2% | +8.3% | +13.2% |
| 1Y | +43.6% | +40.7% | +2.9% | +10.9% |
| 3Y | +58.1% | -4.5% | +62.6% | +51.4% |
| 5Y | +152.2% | +66.4% | +85.8% | +57.8% |
| All | +167.2% | -16.2% | +183.4% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling