-2.6%
SLB vs CBOE
+385.3%
-388.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +7.8% | +2.7% | +5.1% | +6.7% |
| 3M | +2.7% | +0.7% | +2.0% | +1.6% |
| 6M | +22.2% | -2.0% | +24.1% | +20.5% |
| YTD | +51.1% | +17.1% | +33.9% | +40.3% |
| 1Y | +63.3% | +26.5% | +36.8% | +47.4% |
| 3Y | +2.4% | +96.1% | -93.7% | -24.7% |
| 5Y | +139.3% | +149.3% | -10.0% | +54.9% |
| 10Y | -2.6% | +386.5% | -389.1% | -47.2% |
| All | -2.6% | +385.3% | -388.0% | -47.2% |
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