+324.2%
CSCO vs SLB
-16.9%
+341.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -4.7% | -4.3% | -0.4% | -3.7% |
| 30D | -17.1% | +1.9% | -19.0% | -17.4% |
| 3M | -19.6% | -5.7% | -13.9% | -18.8% |
| 6M | +2.4% | -5.3% | +7.8% | +3.2% |
| YTD | +29.8% | +32.2% | -2.4% | +20.9% |
| 1Y | +38.7% | +38.5% | +0.2% | +27.7% |
| 3Y | +101.3% | +1.1% | +100.2% | +95.4% |
| 5Y | +94.8% | +70.3% | +24.6% | +59.8% |
| 10Y | +324.2% | -17.3% | +341.5% | +264.7% |
| All | +324.2% | -16.9% | +341.1% | +264.7% |
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