-14.4%
SLB vs BTG
+167.5%
-181.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.4% |
| 7D | +2.6% | -5.9% | +8.4% | +3.2% |
| 30D | +4.4% | -5.0% | +9.4% | +4.8% |
| 3M | -2.7% | -4.5% | +1.7% | -2.6% |
| 6M | -7.5% | -7.0% | -0.5% | -7.6% |
| YTD | +34.8% | +11.4% | +23.5% | +30.6% |
| 1Y | +44.6% | +20.1% | +24.4% | +38.7% |
| 3Y | +3.2% | +81.5% | -78.3% | -8.4% |
| 5Y | +73.6% | +32.1% | +41.4% | +57.8% |
| All | -14.4% | +167.5% | -181.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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