+3,647.2%
SHOP vs SLB
-15.8%
+3,663.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.1% |
| 30D | -11.0% | +2.9% | -13.9% | -11.4% |
| 3M | +0.3% | +0.2% | +0.1% | +0.1% |
| 6M | +37.7% | -4.4% | +42.2% | +37.8% |
| YTD | -5.5% | +33.4% | -39.0% | -11.0% |
| 1Y | -0.2% | +40.8% | -41.0% | -6.9% |
| 3Y | +151.9% | +3.2% | +148.7% | +143.5% |
| 5Y | -2.2% | +64.8% | -67.0% | -12.2% |
| 10Y | +3,647.2% | -16.6% | +3,663.7% | +3,745.0% |
| All | +3,647.2% | -15.8% | +3,663.0% | +3,745.0% |
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