+772.7%
GOOG vs SLB
-4.1%
+776.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -7.7% | +7.8% | -15.5% | -9.1% |
| 3M | -9.3% | +2.7% | -12.0% | -10.1% |
| 6M | +7.4% | +22.2% | -14.7% | +2.6% |
| YTD | +4.9% | +51.1% | -46.2% | -4.4% |
| 1Y | +37.2% | +63.3% | -26.1% | +22.9% |
| 3Y | +141.6% | +2.4% | +139.2% | +133.3% |
| 5Y | +128.8% | +139.3% | -10.6% | +75.5% |
| 10Y | +772.7% | -2.6% | +775.3% | +654.7% |
| All | +772.7% | -4.1% | +776.8% | +654.7% |
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