-16.6%
SLB vs ALL
+367.3%
-383.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -3.7% | -3.9% | +0.2% | -1.7% |
| 30D | +2.9% | +10.6% | -7.7% | -3.2% |
| 3M | +0.2% | -4.6% | +4.8% | +2.0% |
| 6M | -4.4% | +20.2% | -24.6% | -15.9% |
| YTD | +33.4% | +23.7% | +9.7% | +14.1% |
| 1Y | +40.8% | +27.9% | +12.9% | +17.8% |
| 3Y | +3.2% | +109.2% | -106.0% | -40.9% |
| 5Y | +64.8% | +148.0% | -83.2% | -22.0% |
| 10Y | -16.6% | +363.8% | -380.3% | -68.9% |
| All | -16.6% | +367.3% | -383.9% | -68.9% |
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