+613.7%
GOOGL vs SLB
-16.6%
+630.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.8% | -7.1% | +8.9% | +3.1% |
| 30D | -18.8% | +4.1% | -22.8% | -19.5% |
| 3M | -20.3% | -2.6% | -17.7% | -20.3% |
| 6M | -28.4% | -8.6% | -19.8% | -27.7% |
| YTD | -8.8% | +32.2% | -41.0% | -14.9% |
| 1Y | +0.3% | +40.7% | -40.4% | -7.7% |
| 3Y | +120.7% | -4.5% | +125.2% | +115.6% |
| 5Y | +93.1% | +66.4% | +26.8% | +61.1% |
| All | +613.7% | -16.6% | +630.3% | +529.0% |
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