+15.4%
XLF vs SLB
-4.1%
+19.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +6.5% | +4.5% | +2.0% | +6.2% |
| 3M | +1.8% | -4.6% | +6.4% | +2.0% |
| 6M | +15.4% | -6.3% | +21.6% | +16.5% |
| All | +15.4% | -4.1% | +19.4% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling