-17.1%
SLB vs EW
+236.3%
-253.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -7.1% | +11.0% | -18.1% | -9.6% |
| 30D | +4.1% | +19.1% | -15.0% | -0.6% |
| 3M | -2.6% | +14.4% | -17.0% | -6.2% |
| 6M | -8.6% | +22.8% | -31.3% | -13.8% |
| YTD | +32.2% | +19.8% | +12.4% | +25.1% |
| 1Y | +40.7% | +23.9% | +16.8% | +31.8% |
| 3Y | -4.5% | +52.2% | -56.7% | -19.8% |
| 5Y | +66.4% | -13.9% | +80.3% | +63.4% |
| All | -17.1% | +236.3% | -253.4% | -43.2% |
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