-4.8%
SLB vs ICE
+216.5%
-221.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | +13.6% | +5.0% | +8.6% | +10.8% |
| 3M | +1.5% | +13.9% | -12.4% | -5.1% |
| 6M | +23.0% | -4.4% | +27.4% | +24.5% |
| YTD | +51.2% | -1.9% | +53.1% | +49.9% |
| 1Y | +63.5% | -8.1% | +71.6% | +67.2% |
| 3Y | +2.5% | +42.5% | -40.0% | -18.6% |
| 5Y | +139.2% | +40.6% | +98.5% | +83.5% |
| 10Y | -4.8% | +217.1% | -221.9% | -48.7% |
| All | -4.8% | +216.5% | -221.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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