-17.1%
SLB vs CAPR
-68.5%
+51.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.4% |
| 7D | -7.1% | +41.1% | -48.2% | -8.1% |
| 30D | +4.1% | +11.1% | -7.0% | +3.6% |
| 3M | -2.6% | +115.3% | -118.0% | -5.7% |
| 6M | -8.6% | -73.8% | +65.3% | -7.1% |
| YTD | +32.2% | -68.8% | +101.0% | +33.2% |
| 1Y | +40.7% | +43.3% | -2.7% | +26.1% |
| 3Y | -4.5% | +214.7% | -219.2% | -22.0% |
| 5Y | +66.4% | +141.3% | -74.9% | +34.0% |
| All | -17.1% | -68.5% | +51.4% | -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