+65.5%
XLF vs SLB
+128.1%
-62.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +10.6% | +1.5% | +9.1% | +9.9% |
| 6M | +14.3% | +23.0% | -8.7% | +8.5% |
| YTD | +5.5% | +51.2% | -45.7% | -4.7% |
| 1Y | +9.6% | +63.5% | -53.9% | -3.0% |
| 3Y | +75.2% | +2.5% | +72.7% | +68.2% |
| 5Y | +65.5% | +139.2% | -73.7% | +22.9% |
| All | +65.5% | +128.1% | -62.5% | +22.9% |
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