+710.1%
GOOG vs SLB
-14.0%
+724.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.8% | +2.6% | +2.3% | +4.3% |
| 30D | -15.5% | +4.4% | -19.9% | -16.3% |
| 3M | -13.7% | -2.7% | -10.9% | -13.6% |
| 6M | -23.0% | -7.5% | -15.4% | -22.4% |
| YTD | -5.7% | +34.8% | -40.5% | -12.3% |
| 1Y | +3.0% | +44.6% | -41.6% | -5.7% |
| 3Y | +122.4% | +3.2% | +119.2% | +114.1% |
| 5Y | +99.2% | +73.6% | +25.7% | +64.6% |
| All | +710.1% | -14.0% | +724.1% | +620.2% |
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