+3,663.5%
SHOP vs SLB
-14.8%
+3,678.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -16.7% | +4.5% | -21.2% | -17.3% |
| 3M | -2.2% | -4.6% | +2.4% | -1.7% |
| 6M | +45.6% | -6.3% | +51.8% | +46.1% |
| YTD | -7.3% | +35.0% | -42.2% | -12.8% |
| 1Y | -6.1% | +38.8% | -44.9% | -12.2% |
| 3Y | +143.3% | +3.3% | +140.1% | +135.2% |
| 5Y | +0.2% | +73.6% | -73.5% | -10.7% |
| 10Y | +3,663.5% | -14.2% | +3,677.7% | +3,762.5% |
| All | +3,663.5% | -14.8% | +3,678.3% | +3,762.5% |
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