-16.6%
SLB vs BB
+33.0%
-49.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.1% |
| 7D | -3.7% | +15.0% | -18.7% | -5.7% |
| 30D | +2.9% | +3.5% | -0.6% | +2.1% |
| 3M | +0.2% | +2.7% | -2.5% | -0.9% |
| 6M | -4.4% | +44.7% | -49.2% | -11.5% |
| YTD | +33.4% | +143.3% | -109.9% | +13.1% |
| 1Y | +40.8% | +102.2% | -61.4% | +22.5% |
| 3Y | +3.2% | +156.1% | -152.9% | -17.8% |
| 5Y | +64.8% | -17.6% | +82.4% | +53.6% |
| 10Y | -16.6% | +29.0% | -45.5% | -51.0% |
| All | -16.6% | +33.0% | -49.6% | -51.0% |
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