+423.1%
XLF vs SLB
+340.3%
+82.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +0.7% | -3.7% | +4.4% | +2.1% |
| 30D | +6.0% | +2.9% | +3.0% | +4.6% |
| 3M | +1.0% | +0.2% | +0.8% | +0.2% |
| 6M | +14.0% | -4.4% | +18.4% | +14.0% |
| YTD | +7.2% | +33.4% | -26.2% | -6.1% |
| 1Y | +11.6% | +40.8% | -29.2% | -4.3% |
| 3Y | +81.2% | +3.2% | +78.0% | +68.8% |
| 5Y | +57.9% | +64.8% | -6.9% | +15.1% |
| 10Y | +234.4% | -16.6% | +251.0% | +179.0% |
| All | +423.1% | +340.3% | +82.8% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling