+43.6%
XLE vs SLB
+39.5%
+4.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -12.0% | -7.1% | -4.9% | -9.9% |
| 30D | -2.7% | +4.1% | -6.8% | -3.9% |
| 3M | +6.6% | -2.6% | +9.2% | +6.9% |
| 6M | +9.5% | -8.6% | +18.1% | +12.1% |
| YTD | +40.6% | +32.2% | +8.3% | +22.1% |
| 1Y | +43.6% | +40.7% | +2.9% | +21.0% |
| All | +43.6% | +39.5% | +4.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling