+149.9%
XLE vs SLB
+65.5%
+84.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -12.0% | -7.1% | -4.9% | -8.5% |
| 30D | -2.7% | +4.1% | -6.8% | -4.9% |
| 3M | +6.6% | -2.6% | +9.2% | +7.3% |
| 6M | +9.5% | -8.6% | +18.1% | +13.0% |
| YTD | +40.6% | +32.2% | +8.3% | +16.0% |
| 1Y | +43.6% | +40.7% | +2.9% | +14.1% |
| 3Y | +58.1% | -4.5% | +62.6% | +53.2% |
| All | +149.9% | +65.5% | +84.4% | +67.0% |
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 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