+308.5%
CSCO vs SLB
-12.7%
+321.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.6% |
| 7D | +1.9% | +3.5% | -1.6% | +1.1% |
| 30D | -15.8% | +6.5% | -22.4% | -17.0% |
| 3M | -15.4% | -0.2% | -15.2% | -15.6% |
| 6M | -5.4% | -5.7% | +0.3% | -4.6% |
| YTD | +26.5% | +36.8% | -10.4% | +16.9% |
| 1Y | +25.9% | +45.8% | -19.9% | +14.6% |
| 3Y | +97.5% | +3.4% | +94.2% | +90.7% |
| 5Y | +93.0% | +76.1% | +16.9% | +57.1% |
| All | +308.5% | -12.7% | +321.2% | +245.9% |
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