+29.5%
SLB vs BIYA
-99.9%
+129.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +2.1% |
| 7D | -1.2% | +2.5% | -3.7% | -1.2% |
| 30D | +4.5% | -22.3% | +26.8% | +4.5% |
| 3M | -4.6% | -54.8% | +50.2% | -4.3% |
| 6M | -6.3% | -86.5% | +80.2% | -6.1% |
| YTD | +35.0% | -96.8% | +131.8% | +36.3% |
| 1Y | +38.8% | -98.6% | +137.4% | +42.4% |
| All | +29.5% | -99.9% | +129.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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