+17.1%
BABA vs SLB
-16.2%
+33.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +11.6% | -7.1% | +18.7% | +13.2% |
| 30D | +2.3% | +4.1% | -1.8% | +1.3% |
| 3M | -13.7% | -2.6% | -11.0% | -13.6% |
| 6M | -21.9% | -8.6% | -13.4% | -21.1% |
| YTD | -24.6% | +32.2% | -56.8% | -29.6% |
| 1Y | -34.1% | +40.7% | -74.8% | -39.3% |
| 3Y | +36.3% | -4.5% | +40.8% | +33.5% |
| 5Y | -26.7% | +66.4% | -93.1% | -37.0% |
| All | +17.1% | -16.2% | +33.3% | +9.0% |
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