-16.6%
SLB vs CAPR
-64.9%
+48.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | +0.6% |
| 7D | -3.7% | +36.0% | -39.7% | -4.6% |
| 30D | +2.9% | +25.8% | -22.9% | +2.1% |
| 3M | +0.2% | +140.8% | -140.6% | -3.2% |
| 6M | -4.4% | -67.6% | +63.1% | -3.5% |
| YTD | +33.4% | -65.9% | +99.3% | +34.1% |
| 1Y | +40.8% | +66.1% | -25.3% | +25.6% |
| 3Y | +3.2% | +256.9% | -253.7% | -16.1% |
| 5Y | +64.8% | +172.1% | -107.3% | +32.2% |
| 10Y | -16.6% | -64.7% | +48.1% | -39.8% |
| All | -16.6% | -64.9% | +48.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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