+31.0%
XLV vs SLB
-0.8%
+31.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.4% |
| 7D | -4.4% | -2.4% | -1.9% | -4.1% |
| 30D | -1.4% | +4.9% | -6.3% | -2.0% |
| 3M | +8.9% | +1.4% | +7.4% | +8.6% |
| 6M | +9.1% | +17.6% | -8.5% | +6.6% |
| YTD | +7.9% | +48.3% | -40.4% | +2.2% |
| 1Y | +22.7% | +58.7% | -35.9% | +14.9% |
| All | +31.0% | -0.8% | +31.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling