-16.6%
SLB vs BN
+289.4%
-305.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -1.4% |
| 7D | -3.7% | +3.6% | -7.3% | -6.0% |
| 30D | +2.9% | +15.9% | -12.9% | -6.6% |
| 3M | +0.2% | -2.3% | +2.6% | +0.8% |
| 6M | -4.4% | -8.4% | +4.0% | -0.5% |
| YTD | +33.4% | -5.9% | +39.3% | +35.3% |
| 1Y | +40.8% | -5.6% | +46.4% | +42.0% |
| 3Y | +3.2% | +104.2% | -101.0% | -40.2% |
| 5Y | +64.8% | +35.5% | +29.3% | +21.2% |
| 10Y | -16.6% | +285.2% | -301.8% | -65.5% |
| All | -16.6% | +289.4% | -305.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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