-3.1%
SLB vs CAPR
-75.3%
+72.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.8% | -2.0% | +2.8% | +0.9% |
| 30D | +15.8% | +139.2% | -123.4% | +12.2% |
| 3M | -0.3% | -66.4% | +66.0% | +0.8% |
| 6M | +21.3% | -63.1% | +84.5% | +22.2% |
| YTD | +52.3% | -67.4% | +119.7% | +53.7% |
| 1Y | +63.6% | +58.2% | +5.4% | +46.1% |
| 3Y | +3.8% | +42.2% | -38.4% | -12.3% |
| 5Y | +128.6% | +87.3% | +41.4% | +86.4% |
| All | -3.1% | -75.3% | +72.1% | -26.8% |
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