+675.5%
BE vs SLB
-3.2%
+678.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.4% |
| 7D | -1.2% | -3.7% | +2.5% | +1.1% |
| 30D | -30.9% | +2.9% | -33.8% | -32.0% |
| 3M | -11.6% | +0.2% | -11.8% | -13.1% |
| 6M | -25.7% | -4.4% | -21.3% | -26.5% |
| YTD | +123.1% | +33.4% | +89.7% | +83.9% |
| 1Y | +43.4% | +40.8% | +2.6% | +14.1% |
| 3Y | +1,683.6% | +3.2% | +1,680.4% | +1,547.6% |
| 5Y | +465.4% | +64.8% | +400.6% | +266.5% |
| All | +675.5% | -3.2% | +678.7% | +322.1% |
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