+922.9%
MSFT vs SLB
-16.9%
+939.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | +2.3% | -4.3% | +6.6% | +3.0% |
| 30D | -0.4% | +1.9% | -2.3% | -0.7% |
| 3M | +5.6% | -5.7% | +11.3% | +6.2% |
| 6M | +29.0% | -5.3% | +34.3% | +29.3% |
| YTD | +10.9% | +32.2% | -21.2% | +5.1% |
| 1Y | +6.2% | +38.5% | -32.3% | -0.3% |
| 3Y | +47.6% | +1.1% | +46.5% | +43.5% |
| 5Y | +67.9% | +70.3% | -2.3% | +44.0% |
| 10Y | +922.9% | -17.3% | +940.2% | +820.1% |
| All | +922.9% | -16.9% | +939.7% | +820.1% |
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