-5.9%
SLB vs BX
+654.4%
-660.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | -2.4% | -8.9% | +6.5% | +1.5% |
| 30D | +4.9% | -14.8% | +19.7% | +12.1% |
| 3M | +1.4% | +6.9% | -5.5% | -2.1% |
| 6M | +17.6% | +16.3% | +1.4% | +8.4% |
| YTD | +48.3% | -16.1% | +64.4% | +57.0% |
| 1Y | +58.7% | -26.8% | +85.5% | +77.6% |
| 3Y | +0.6% | +22.4% | -21.9% | -13.4% |
| 5Y | +133.6% | +16.0% | +117.6% | +87.8% |
| All | -5.9% | +654.4% | -660.3% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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