-17.3%
SLB vs BN
+280.2%
-297.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.1% |
| 7D | -4.3% | +4.3% | -8.6% | -6.9% |
| 30D | +1.9% | +14.3% | -12.3% | -6.7% |
| 3M | -5.7% | -4.1% | -1.6% | -4.1% |
| 6M | -5.3% | -9.7% | +4.3% | -0.6% |
| YTD | +32.2% | -7.1% | +39.3% | +35.1% |
| 1Y | +38.5% | -7.4% | +45.9% | +41.4% |
| 3Y | +1.1% | +102.3% | -101.2% | -41.1% |
| 5Y | +70.3% | +35.9% | +34.3% | +24.4% |
| 10Y | -17.3% | +289.2% | -306.5% | -65.6% |
| All | -17.3% | +280.2% | -297.5% | -65.6% |
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