+128.8%
SBUX vs SLB
-4.3%
+133.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -2.8% | +13.6% | -16.4% | -5.8% |
| 3M | +8.2% | +1.5% | +6.7% | +7.3% |
| 6M | +4.3% | +23.0% | -18.8% | -1.7% |
| YTD | +23.3% | +51.2% | -27.9% | +10.6% |
| 1Y | +24.3% | +63.5% | -39.2% | +9.1% |
| 3Y | +15.5% | +2.5% | +12.9% | +10.8% |
| 5Y | -2.7% | +139.2% | -141.9% | -27.7% |
| 10Y | +128.8% | -4.8% | +133.6% | +62.3% |
| All | +128.8% | -4.3% | +133.1% | +62.3% |
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