-17.1%
SLB vs B
+183.2%
-200.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -7.1% | +9.6% | -16.7% | -8.4% |
| 30D | +4.1% | +3.5% | +0.6% | +3.4% |
| 3M | -2.6% | -1.6% | -1.1% | -2.8% |
| 6M | -8.6% | -1.7% | -6.9% | -9.0% |
| YTD | +32.2% | -5.3% | +37.5% | +31.7% |
| 1Y | +40.7% | +27.2% | +13.4% | +34.0% |
| 3Y | -4.5% | +166.1% | -170.6% | -19.7% |
| 5Y | +66.4% | +136.5% | -70.1% | +41.4% |
| All | -17.1% | +183.2% | -200.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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