+179.2%
XLE vs SLB
-12.7%
+191.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.1% |
| 7D | +5.4% | +3.5% | +1.9% | +3.2% |
| 30D | -3.9% | +6.5% | -10.5% | -7.7% |
| 3M | +7.0% | -0.2% | +7.3% | +6.2% |
| 6M | +14.2% | -5.7% | +19.9% | +16.0% |
| YTD | +48.2% | +36.8% | +11.3% | +16.8% |
| 1Y | +47.7% | +45.8% | +1.9% | +11.7% |
| 3Y | +70.0% | +3.4% | +66.6% | +54.9% |
| 5Y | +169.1% | +76.1% | +93.0% | +62.5% |
| All | +179.2% | -12.7% | +191.9% | +130.3% |
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