+396.6%
BAC vs SLB
-3.2%
+399.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.6% |
| 30D | -0.4% | +15.8% | -16.2% | -6.4% |
| 3M | +16.9% | -0.3% | +17.3% | +15.9% |
| 6M | +26.6% | +21.3% | +5.3% | +15.2% |
| YTD | +15.8% | +52.3% | -36.5% | -4.7% |
| 1Y | +27.2% | +63.6% | -36.4% | +1.0% |
| 3Y | +132.4% | +3.8% | +128.6% | +116.9% |
| 5Y | +72.6% | +128.6% | -56.1% | +3.0% |
| All | +396.6% | -3.2% | +399.8% | +237.0% |
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