+263.2%
BAC vs SLB
-16.2%
+279.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | -1.2% | -7.1% | +5.9% | +1.7% |
| 30D | -7.7% | +4.1% | -11.7% | -9.3% |
| 3M | -21.2% | -2.6% | -18.5% | -20.9% |
| 6M | -6.8% | -8.6% | +1.7% | -4.9% |
| YTD | -8.7% | +32.2% | -40.9% | -20.8% |
| 1Y | -5.3% | +40.7% | -45.9% | -20.1% |
| 3Y | +87.4% | -4.5% | +92.0% | +80.4% |
| 5Y | +18.9% | +66.4% | -47.4% | -17.9% |
| All | +263.2% | -16.2% | +279.4% | +161.8% |
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