+152.0%
GE vs SLB
-12.7%
+164.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +2.7% | +3.5% | -0.9% | +1.3% |
| 30D | +8.1% | +6.5% | +1.6% | +5.2% |
| 3M | -7.9% | -0.2% | -7.6% | -8.6% |
| 6M | +12.9% | -5.7% | +18.6% | +13.4% |
| YTD | +8.2% | +36.8% | -28.7% | -7.3% |
| 1Y | +9.7% | +45.8% | -36.1% | -8.7% |
| 3Y | +266.1% | +3.4% | +262.8% | +239.8% |
| 5Y | +407.4% | +76.1% | +331.2% | +240.4% |
| All | +152.0% | -12.7% | +164.7% | +85.7% |
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