-24.4%
NKE vs SLB
-4.7%
-19.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.5% |
| 7D | -5.5% | -2.4% | -3.1% | -5.0% |
| 30D | -10.4% | +4.9% | -15.3% | -11.5% |
| 3M | -15.8% | +1.4% | -17.2% | -16.5% |
| 6M | -33.4% | +17.6% | -51.1% | -36.4% |
| YTD | -41.0% | +48.3% | -89.3% | -46.7% |
| 1Y | -49.1% | +58.7% | -107.7% | -54.7% |
| 3Y | -59.8% | +0.6% | -60.4% | -61.3% |
| 5Y | -75.5% | +133.6% | -209.0% | -81.3% |
| All | -24.4% | -4.7% | -19.7% | -38.0% |
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