-5.8%
SLB vs BNY
+416.3%
-422.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -1.5% |
| 30D | +7.1% | -0.2% | +7.3% | +7.1% |
| 3M | +0.6% | +14.9% | -14.3% | -10.0% |
| 6M | +17.6% | +40.0% | -22.4% | -9.8% |
| YTD | +48.5% | +42.0% | +6.5% | +11.9% |
| 1Y | +59.4% | +56.9% | +2.5% | +10.7% |
| 3Y | -0.4% | +289.9% | -290.2% | -66.8% |
| 5Y | +133.8% | +259.2% | -125.4% | -20.1% |
| All | -5.8% | +416.3% | -422.1% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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