-17.1%
SLB vs ALL
+370.9%
-388.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +3.0% |
| 7D | -7.1% | -1.9% | -5.2% | -6.3% |
| 30D | +4.1% | +13.8% | -9.7% | -3.7% |
| 3M | -2.6% | -7.0% | +4.4% | +0.5% |
| 6M | -8.6% | +18.0% | -26.6% | -18.7% |
| YTD | +32.2% | +24.2% | +8.0% | +12.8% |
| 1Y | +40.7% | +31.2% | +9.5% | +15.9% |
| 3Y | -4.5% | +107.5% | -112.1% | -45.0% |
| 5Y | +66.4% | +144.8% | -78.4% | -20.3% |
| All | -17.1% | +370.9% | -388.0% | -69.3% |
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