-3.1%
SLB vs EW
+130.4%
-133.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +15.8% | +1.0% | +14.8% | +15.5% |
| 3M | -0.3% | +2.8% | -3.1% | -1.3% |
| 6M | +21.3% | +5.5% | +15.9% | +19.1% |
| YTD | +52.3% | +5.5% | +46.8% | +49.4% |
| 1Y | +63.6% | +11.0% | +52.6% | +58.1% |
| 3Y | +3.8% | +17.7% | -13.9% | -5.7% |
| 5Y | +128.6% | -25.7% | +154.4% | +133.3% |
| All | -3.1% | +130.4% | -133.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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