+2,755.4%
AVGO vs SLB
-4.3%
+2,759.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -13.8% | +13.6% | -27.4% | -17.1% |
| 3M | -6.9% | +1.5% | -8.4% | -8.0% |
| 6M | +11.9% | +23.0% | -11.1% | +4.5% |
| YTD | +6.9% | +51.2% | -44.3% | -6.5% |
| 1Y | +7.4% | +63.5% | -56.1% | -8.5% |
| 3Y | +345.6% | +2.5% | +343.1% | +325.4% |
| 5Y | +718.9% | +139.2% | +579.7% | +470.5% |
| 10Y | +2,755.4% | -4.8% | +2,760.1% | +1,934.0% |
| All | +2,755.4% | -4.3% | +2,759.6% | +1,934.0% |
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