-16.6%
SLB vs FIVE
+596.6%
-613.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.3% |
| 7D | -3.7% | +6.2% | -9.9% | -5.1% |
| 30D | +2.9% | +18.2% | -15.3% | -1.1% |
| 3M | +0.2% | +3.8% | -3.6% | -1.2% |
| 6M | -4.4% | +13.7% | -18.2% | -8.5% |
| YTD | +33.4% | +34.7% | -1.3% | +22.1% |
| 1Y | +40.8% | +66.6% | -25.9% | +22.4% |
| 3Y | +3.2% | +44.3% | -41.1% | -12.7% |
| 5Y | +64.8% | +18.8% | +46.0% | +41.6% |
| 10Y | -16.6% | +569.2% | -585.8% | -48.4% |
| All | -16.6% | +596.6% | -613.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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