-17.1%
SLB vs FIVE
+563.4%
-580.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | +4.1% | +17.7% | -13.6% | +0.2% |
| 3M | -2.6% | +4.0% | -6.6% | -4.1% |
| 6M | -8.6% | +2.6% | -11.2% | -10.3% |
| YTD | +32.2% | +27.6% | +4.6% | +22.6% |
| 1Y | +40.7% | +59.9% | -19.3% | +23.4% |
| 3Y | -4.5% | +35.8% | -40.3% | -18.1% |
| 5Y | +66.4% | +14.4% | +51.9% | +44.0% |
| All | -17.1% | +563.4% | -580.6% | -48.0% |
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