+3,608.8%
SHOP vs SLB
-16.2%
+3,625.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | -5.4% | -7.1% | +1.7% | -4.4% |
| 30D | -10.3% | +4.1% | -14.4% | -10.9% |
| 3M | +1.0% | -2.6% | +3.6% | +1.1% |
| 6M | +41.2% | -8.6% | +49.8% | +42.2% |
| YTD | -7.5% | +32.2% | -39.7% | -12.8% |
| 1Y | -4.6% | +40.7% | -45.2% | -11.0% |
| 3Y | +146.4% | -4.5% | +150.9% | +140.5% |
| 5Y | -2.5% | +66.4% | -68.9% | -12.6% |
| All | +3,608.8% | -16.2% | +3,625.1% | +3,707.2% |
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