+169.4%
XLV vs SLB
-4.6%
+174.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -2.5% | -1.0% | -3.2% |
| 30D | -1.8% | +7.1% | -8.9% | -2.9% |
| 3M | +7.8% | +0.6% | +7.2% | +7.4% |
| 6M | +9.1% | +17.6% | -8.5% | +6.0% |
| YTD | +7.7% | +48.5% | -40.7% | +0.9% |
| 1Y | +20.4% | +59.4% | -39.0% | +11.4% |
| 3Y | +30.8% | -0.4% | +31.1% | +27.9% |
| 5Y | +34.6% | +133.8% | -99.1% | +11.1% |
| All | +169.4% | -4.6% | +174.0% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling