+1,534.9%
ASML vs SLB
-16.9%
+1,551.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.9% | -4.3% | +1.4% | -1.4% |
| 30D | -15.2% | +1.9% | -17.1% | -15.6% |
| 3M | -12.9% | -5.7% | -7.2% | -11.5% |
| 6M | -5.0% | -5.3% | +0.3% | -4.0% |
| YTD | +41.8% | +32.2% | +9.7% | +29.3% |
| 1Y | +46.0% | +38.5% | +7.5% | +31.0% |
| 3Y | +133.5% | +1.1% | +132.3% | +125.7% |
| 5Y | +93.0% | +70.3% | +22.7% | +52.7% |
| 10Y | +1,534.9% | -17.3% | +1,552.2% | +1,346.9% |
| All | +1,534.9% | -16.9% | +1,551.8% | +1,346.9% |
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