+737.9%
BE vs SLB
-2.1%
+740.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.1% | +10.8% | +11.9% |
| 7D | +4.5% | -1.2% | +5.7% | +5.7% |
| 30D | -20.1% | +4.5% | -24.6% | -22.0% |
| 3M | -0.8% | -4.6% | +3.8% | +0.5% |
| 6M | -26.2% | -6.3% | -20.0% | -26.2% |
| YTD | +141.1% | +35.0% | +106.1% | +97.7% |
| 1Y | +64.8% | +38.8% | +26.0% | +32.6% |
| 3Y | +1,887.4% | +3.3% | +1,884.1% | +1,738.3% |
| 5Y | +518.1% | +73.6% | +444.5% | +288.7% |
| All | +737.9% | -2.1% | +740.0% | +353.9% |
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