-13.1%
SLB vs ALL
+377.9%
-391.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +3.5% | +5.0% | -1.5% | +0.7% |
| 30D | +6.5% | +13.3% | -6.8% | -1.2% |
| 3M | -0.2% | +3.2% | -3.4% | -2.8% |
| 6M | -5.7% | +25.3% | -31.1% | -19.0% |
| YTD | +36.8% | +30.5% | +6.4% | +13.6% |
| 1Y | +45.8% | +29.2% | +16.6% | +21.6% |
| 3Y | +3.4% | +119.1% | -115.8% | -42.3% |
| 5Y | +76.1% | +162.6% | -86.5% | -19.5% |
| All | -13.1% | +377.9% | -391.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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