+462.9%
META vs SLB
-12.7%
+475.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.6% |
| 7D | +5.2% | +3.5% | +1.7% | +4.6% |
| 30D | -13.0% | +6.5% | -19.5% | -14.0% |
| 3M | +7.9% | -0.2% | +8.2% | +7.7% |
| 6M | +4.2% | -5.7% | +10.0% | +4.7% |
| YTD | -2.5% | +36.8% | -39.4% | -9.0% |
| 1Y | +5.6% | +45.8% | -40.2% | -2.7% |
| 3Y | +96.8% | +3.4% | +93.4% | +89.9% |
| 5Y | +90.0% | +76.1% | +13.9% | +61.0% |
| All | +462.9% | -12.7% | +475.7% | +399.1% |
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