-14.4%
SLB vs CBOE
+514.1%
-528.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +1.4% |
| 30D | +4.4% | +26.2% | -21.8% | -2.0% |
| 3M | -2.7% | +27.1% | -29.9% | -9.3% |
| 6M | -7.5% | +4.2% | -11.7% | -9.5% |
| YTD | +34.8% | +48.0% | -13.2% | +17.2% |
| 1Y | +44.6% | +42.4% | +2.1% | +27.2% |
| 3Y | +3.2% | +116.8% | -113.7% | -24.8% |
| 5Y | +73.6% | +199.0% | -125.5% | +7.4% |
| All | -14.4% | +514.1% | -528.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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