-16.6%
SLB vs BAX
-35.6%
+19.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -3.7% | +9.0% | -12.7% | -6.0% |
| 30D | +2.9% | +8.5% | -5.5% | +0.2% |
| 3M | +0.2% | -4.1% | +4.3% | +0.9% |
| 6M | -4.4% | +46.9% | -51.4% | -15.7% |
| YTD | +33.4% | +38.4% | -5.0% | +18.2% |
| 1Y | +40.8% | +47.0% | -6.2% | +22.2% |
| 3Y | +3.2% | -14.9% | +18.1% | +2.8% |
| 5Y | +64.8% | -62.5% | +127.3% | +113.4% |
| 10Y | -16.6% | -33.9% | +17.3% | -3.7% |
| All | -16.6% | -35.6% | +19.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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