+750.9%
GOOGL vs SLB
-4.3%
+755.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | -4.4% | +13.6% | -18.0% | -6.9% |
| 3M | -6.8% | +1.5% | -8.3% | -7.4% |
| 6M | +13.6% | +23.0% | -9.5% | +8.3% |
| YTD | +8.3% | +51.2% | -42.9% | -1.2% |
| 1Y | +44.9% | +63.5% | -18.5% | +29.8% |
| 3Y | +150.5% | +2.5% | +148.0% | +141.8% |
| 5Y | +137.7% | +139.2% | -1.5% | +82.5% |
| 10Y | +750.9% | -4.8% | +755.7% | +635.5% |
| All | +750.9% | -4.3% | +755.2% | +635.5% |
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