+304.8%
CSCO vs SLB
-16.2%
+321.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -10.2% | -7.1% | -3.1% | -8.7% |
| 30D | -20.1% | +4.1% | -24.1% | -20.8% |
| 3M | -22.4% | -2.6% | -19.7% | -22.1% |
| 6M | +2.8% | -8.6% | +11.3% | +4.3% |
| YTD | +23.6% | +32.2% | -8.6% | +15.2% |
| 1Y | +34.0% | +40.7% | -6.6% | +23.0% |
| 3Y | +89.3% | -4.5% | +93.8% | +85.9% |
| 5Y | +87.9% | +66.4% | +21.5% | +55.0% |
| All | +304.8% | -16.2% | +321.1% | +248.3% |
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