+251.6%
XLF vs SLB
-4.1%
+255.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -1.9% | +0.8% | -0.5% |
| 30D | -1.3% | +7.8% | -9.1% | -3.8% |
| 3M | +9.1% | +2.7% | +6.5% | +7.5% |
| 6M | +14.4% | +22.2% | -7.8% | +5.8% |
| YTD | +5.1% | +51.1% | -46.0% | -9.7% |
| 1Y | +8.6% | +63.3% | -54.7% | -9.5% |
| 3Y | +74.4% | +2.4% | +72.0% | +65.3% |
| 5Y | +64.4% | +139.3% | -75.0% | +6.9% |
| 10Y | +251.6% | -2.6% | +254.2% | +154.4% |
| All | +251.6% | -4.1% | +255.7% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling