+988.5%
XLE vs SLB
+333.8%
+654.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -0.7% |
| 7D | -10.3% | -7.7% | -2.6% | -5.7% |
| 30D | -3.3% | -0.7% | -2.6% | -3.1% |
| 3M | +8.2% | 0.0% | +8.2% | +7.2% |
| 6M | +5.0% | -10.4% | +15.5% | +10.1% |
| YTD | +40.6% | +31.5% | +9.1% | +13.9% |
| 1Y | +45.0% | +39.1% | +5.9% | +13.2% |
| 3Y | +56.3% | -5.7% | +62.0% | +50.6% |
| 5Y | +152.2% | +65.4% | +86.8% | +61.8% |
| 10Y | +173.0% | -15.6% | +188.6% | +140.6% |
| All | +988.5% | +333.8% | +654.7% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling