+31.8%
BA vs SLB
-16.2%
+48.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +1.1% | -7.1% | +8.2% | +4.3% |
| 30D | -7.9% | +4.1% | -12.0% | -9.8% |
| 3M | -25.3% | -2.6% | -22.7% | -25.2% |
| 6M | -24.6% | -8.6% | -16.0% | -23.4% |
| YTD | -20.1% | +32.2% | -52.3% | -32.3% |
| 1Y | -11.8% | +40.7% | -52.4% | -27.6% |
| 3Y | -10.1% | -4.5% | -5.6% | -14.5% |
| 5Y | -22.7% | +66.4% | -89.1% | -49.8% |
| All | +31.8% | -16.2% | +48.0% | -17.1% |
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 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