+79.8%
F vs SLB
-16.2%
+96.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.6% | -7.1% | +8.7% | +4.3% |
| 30D | +2.6% | +4.1% | -1.4% | +0.7% |
| 3M | -8.8% | -2.6% | -6.2% | -8.6% |
| 6M | +4.6% | -8.6% | +13.2% | +6.4% |
| YTD | -1.9% | +32.2% | -34.1% | -14.7% |
| 1Y | -0.8% | +40.7% | -41.4% | -16.0% |
| 3Y | +43.5% | -4.5% | +48.0% | +38.4% |
| 5Y | -12.1% | +66.4% | -78.4% | -36.6% |
| All | +79.8% | -16.2% | +96.1% | +36.6% |
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