+100.1%
SLB vs COMP
-52.0%
+152.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.2% | -0.2% |
| 7D | -7.1% | +13.4% | -20.6% | -8.0% |
| 30D | +4.1% | +11.1% | -7.0% | +3.1% |
| 3M | -2.6% | -18.8% | +16.2% | -1.5% |
| 6M | -8.6% | +10.5% | -19.1% | -10.1% |
| YTD | +32.2% | -3.4% | +35.6% | +30.4% |
| 1Y | +40.7% | +19.7% | +21.0% | +36.1% |
| 3Y | -4.5% | +381.6% | -386.1% | -19.7% |
| 5Y | +66.4% | -17.6% | +84.0% | +55.4% |
| All | +100.1% | -52.0% | +152.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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