+425.8%
XLF vs SLB
+336.1%
+89.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.9% | -4.3% | +6.2% | +3.5% |
| 30D | +6.5% | +1.9% | +4.6% | +5.5% |
| 3M | +1.2% | -5.7% | +6.9% | +2.6% |
| 6M | +14.6% | -5.3% | +19.9% | +15.0% |
| YTD | +7.7% | +32.2% | -24.4% | -5.3% |
| 1Y | +11.8% | +38.5% | -26.7% | -3.6% |
| 3Y | +80.1% | +1.1% | +78.9% | +69.0% |
| 5Y | +59.0% | +70.3% | -11.3% | +14.4% |
| 10Y | +224.2% | -17.3% | +241.5% | +171.3% |
| All | +425.8% | +336.1% | +89.7% | +162.6% |
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