-4.8%
SLB vs BB
+3.3%
-8.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +13.6% | -12.4% | +25.9% | +15.6% |
| 3M | +1.5% | -15.3% | +16.8% | +2.9% |
| 6M | +23.0% | +128.8% | -105.8% | +5.8% |
| YTD | +51.2% | +107.7% | -56.4% | +31.9% |
| 1Y | +63.5% | +103.9% | -40.4% | +42.1% |
| 3Y | +2.5% | +72.6% | -70.1% | -13.1% |
| 5Y | +139.2% | -24.3% | +163.4% | +125.3% |
| 10Y | -4.8% | +3.1% | -7.9% | -42.0% |
| All | -4.8% | +3.3% | -8.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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