-16.6%
SLB vs A
+328.7%
-345.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.3% |
| 7D | -3.7% | +4.8% | -8.4% | -5.5% |
| 30D | +2.9% | +5.6% | -2.7% | +0.6% |
| 3M | +0.2% | +23.6% | -23.4% | -8.5% |
| 6M | -4.4% | +56.4% | -60.8% | -22.2% |
| YTD | +33.4% | +33.4% | 0.0% | +16.1% |
| 1Y | +40.8% | +23.7% | +17.1% | +26.5% |
| 3Y | +3.2% | +71.0% | -67.8% | -22.8% |
| 5Y | +64.8% | +16.8% | +48.0% | +43.2% |
| 10Y | -16.6% | +323.8% | -340.3% | -59.6% |
| All | -16.6% | +328.7% | -345.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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