+174.3%
XLE vs SLB
-3.2%
+177.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +2.2% | +0.8% | +1.4% | +1.4% |
| 30D | +11.8% | +15.8% | -4.0% | +1.6% |
| 3M | +9.8% | -0.3% | +10.2% | +8.6% |
| 6M | +15.6% | +21.3% | -5.8% | -0.3% |
| YTD | +45.3% | +52.3% | -7.0% | +7.7% |
| 1Y | +48.3% | +63.6% | -15.3% | +4.5% |
| 3Y | +55.4% | +3.8% | +51.7% | +42.1% |
| 5Y | +216.1% | +128.6% | +87.5% | +60.7% |
| All | +174.3% | -3.2% | +177.5% | +114.8% |
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