-14.2%
SLB vs EW
+242.2%
-256.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | -1.2% | +6.5% | -7.6% | -2.7% |
| 30D | +4.5% | +22.5% | -18.0% | -0.9% |
| 3M | -4.6% | +13.0% | -17.5% | -7.8% |
| 6M | -6.3% | +37.1% | -43.4% | -14.1% |
| YTD | +35.0% | +24.1% | +10.8% | +26.5% |
| 1Y | +38.8% | +24.2% | +14.6% | +30.0% |
| 3Y | +3.3% | +64.8% | -61.5% | -15.3% |
| 5Y | +73.6% | -7.4% | +81.1% | +66.2% |
| 10Y | -14.2% | +248.8% | -263.0% | -41.7% |
| All | -14.2% | +242.2% | -256.4% | -41.7% |
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