-17.3%
SLB vs EW
+234.0%
-251.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.3% | +9.3% | -13.5% | -6.5% |
| 30D | +1.9% | +22.1% | -20.1% | -3.3% |
| 3M | -5.7% | +13.0% | -18.7% | -8.9% |
| 6M | -5.3% | +30.1% | -35.4% | -12.1% |
| YTD | +32.2% | +22.0% | +10.1% | +24.4% |
| 1Y | +38.5% | +23.7% | +14.8% | +29.9% |
| 3Y | +1.1% | +62.0% | -60.9% | -16.7% |
| 5Y | +70.3% | -12.4% | +82.7% | +66.5% |
| 10Y | -17.3% | +236.1% | -253.3% | -43.7% |
| All | -17.3% | +234.0% | -251.3% | -43.7% |
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