-14.2%
SLB vs CAPR
-59.1%
+44.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +26.5% | -24.4% | +1.3% |
| 7D | -1.2% | +25.8% | -26.9% | -1.9% |
| 30D | +4.5% | +50.2% | -45.7% | +3.0% |
| 3M | -4.6% | +185.5% | -190.1% | -8.4% |
| 6M | -6.3% | -64.8% | +58.6% | -5.7% |
| YTD | +35.0% | -61.1% | +96.1% | +35.0% |
| 1Y | +38.8% | +81.0% | -42.2% | +23.5% |
| 3Y | +3.3% | +300.7% | -297.4% | -16.3% |
| 5Y | +73.6% | +223.3% | -149.7% | +38.4% |
| 10Y | -14.2% | -58.8% | +44.5% | -38.2% |
| All | -14.2% | -59.1% | +44.8% | -38.2% |
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