-14.4%
SLB vs BR
+275.8%
-290.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.6% | -1.3% | +3.8% | +3.1% |
| 30D | +4.4% | +13.7% | -9.3% | -1.4% |
| 3M | -2.7% | +13.8% | -16.5% | -8.5% |
| 6M | -7.5% | +29.7% | -37.3% | -18.3% |
| YTD | +34.8% | -12.6% | +47.4% | +40.9% |
| 1Y | +44.6% | -12.4% | +57.0% | +51.1% |
| 3Y | +3.2% | +14.1% | -10.9% | -6.8% |
| 5Y | +73.6% | +18.7% | +54.9% | +50.1% |
| All | -14.4% | +275.8% | -290.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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