-12.4%
SLB vs BX
+802.7%
-815.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.0% |
| 7D | +2.6% | -1.1% | +3.6% | +2.9% |
| 30D | +4.4% | +8.8% | -4.4% | +0.5% |
| 3M | -2.7% | -18.3% | +15.5% | +4.0% |
| 6M | -7.5% | -1.5% | -6.0% | -8.5% |
| YTD | +34.8% | -19.9% | +54.7% | +43.0% |
| 1Y | +44.6% | -14.5% | +59.1% | +49.5% |
| 3Y | +3.2% | +32.3% | -29.1% | -11.5% |
| 5Y | +73.6% | -1.1% | +74.7% | +55.1% |
| 10Y | -14.3% | +657.8% | -672.1% | -64.6% |
| All | -12.4% | +802.7% | -815.1% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling