+26.6%
BA vs SLB
-16.9%
+43.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | 0.0% | -4.3% | +4.3% | +1.9% |
| 30D | -8.9% | +1.9% | -10.9% | -10.0% |
| 3M | -25.5% | -5.7% | -19.8% | -24.3% |
| 6M | -27.0% | -5.3% | -21.6% | -26.9% |
| YTD | -20.1% | +32.2% | -52.3% | -32.3% |
| 1Y | -11.0% | +38.5% | -49.5% | -26.5% |
| 3Y | -11.8% | +1.1% | -13.0% | -18.4% |
| 5Y | -20.6% | +70.3% | -90.9% | -49.0% |
| 10Y | +26.6% | -17.3% | +43.9% | -20.6% |
| All | +26.6% | -16.9% | +43.5% | -20.6% |
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