+9.1%
XLF vs SLB
+68.3%
-59.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +0.2% | +15.8% | -15.7% | -0.9% |
| 3M | +11.7% | -0.3% | +12.1% | +12.0% |
| 6M | +13.8% | +21.3% | -7.6% | +11.5% |
| YTD | +7.0% | +52.3% | -45.3% | +1.8% |
| 1Y | +9.1% | +63.6% | -54.5% | +2.1% |
| All | +9.1% | +68.3% | -59.2% | +2.1% |
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