-5.9%
SLB vs BLK
+277.4%
-283.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -2.4% | -5.2% | +2.7% | +0.7% |
| 30D | +4.9% | -7.0% | +11.9% | +9.3% |
| 3M | +1.4% | +5.7% | -4.2% | -2.8% |
| 6M | +17.6% | +11.0% | +6.6% | +8.9% |
| YTD | +48.3% | +0.9% | +47.4% | +44.7% |
| 1Y | +58.7% | -1.6% | +60.3% | +56.5% |
| 3Y | +0.6% | +64.5% | -63.9% | -29.7% |
| 5Y | +133.6% | +30.9% | +102.7% | +84.3% |
| All | -5.9% | +277.4% | -283.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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