+150.2%
XLE vs SLB
+64.5%
+85.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -7.9% | -3.7% | -4.2% | -6.0% |
| 30D | -4.8% | +2.9% | -7.7% | -6.4% |
| 3M | +8.4% | +0.2% | +8.1% | +7.4% |
| 6M | +12.7% | -4.4% | +17.1% | +13.5% |
| YTD | +41.3% | +33.4% | +7.9% | +16.0% |
| 1Y | +42.3% | +40.8% | +1.5% | +13.1% |
| 3Y | +65.1% | +3.2% | +61.9% | +52.9% |
| 5Y | +150.2% | +64.8% | +85.4% | +65.5% |
| All | +150.2% | +64.5% | +85.7% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling