-14.4%
SLB vs BBY
+285.7%
-300.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +2.6% | +4.0% | -1.5% | +1.2% |
| 30D | +4.4% | +17.6% | -13.2% | -1.4% |
| 3M | -2.7% | +25.9% | -28.6% | -10.7% |
| 6M | -7.5% | +85.1% | -92.7% | -26.5% |
| YTD | +34.8% | +60.6% | -25.8% | +11.7% |
| 1Y | +44.6% | +40.2% | +4.4% | +25.4% |
| 3Y | +3.2% | +86.6% | -83.5% | -22.6% |
| 5Y | +73.6% | -3.7% | +77.2% | +60.2% |
| All | -14.4% | +285.7% | -300.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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