+75.2%
XLF vs SLB
+1.7%
+73.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | -0.5% | +13.6% | -14.1% | -3.0% |
| 3M | +10.6% | +1.5% | +9.1% | +10.1% |
| 6M | +14.3% | +23.0% | -8.7% | +8.6% |
| YTD | +5.5% | +51.2% | -45.7% | -5.0% |
| 1Y | +9.6% | +63.5% | -53.9% | -3.5% |
| 3Y | +75.2% | +2.5% | +72.7% | +63.0% |
| All | +75.2% | +1.7% | +73.4% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling