-17.1%
SLB vs BN
+271.1%
-288.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -7.1% | +5.3% | -12.5% | -10.4% |
| 30D | +4.1% | +11.9% | -7.8% | -3.5% |
| 3M | -2.6% | -5.7% | +3.1% | +0.1% |
| 6M | -8.6% | -10.6% | +2.1% | -3.4% |
| YTD | +32.2% | -9.4% | +41.6% | +37.2% |
| 1Y | +40.7% | -8.8% | +49.4% | +44.9% |
| 3Y | -4.5% | +95.6% | -100.2% | -43.1% |
| 5Y | +66.4% | +30.2% | +36.2% | +25.5% |
| All | -17.1% | +271.1% | -288.2% | -64.9% |
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