-3.3%
SLB vs B
+194.1%
-197.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +15.8% | +9.4% | +6.4% | +14.0% |
| 3M | -0.3% | +5.0% | -5.3% | -1.5% |
| 6M | +21.3% | -3.5% | +24.9% | +21.0% |
| YTD | +52.3% | +4.5% | +47.8% | +49.8% |
| 1Y | +63.6% | +67.8% | -4.2% | +49.4% |
| 3Y | +3.8% | +196.7% | -192.9% | -14.0% |
| 5Y | +128.6% | +151.9% | -23.3% | +92.4% |
| All | -3.3% | +194.1% | -197.4% | -20.8% |
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