-2.6%
SLB vs INDA
+81.7%
-84.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -1.9% | -2.6% | +0.7% | 0.0% |
| 30D | +7.8% | -2.9% | +10.7% | +10.0% |
| 3M | +2.7% | +2.4% | +0.3% | +0.6% |
| 6M | +22.2% | -2.6% | +24.8% | +23.7% |
| YTD | +51.1% | -10.0% | +61.0% | +61.6% |
| 1Y | +63.3% | -7.7% | +71.0% | +71.3% |
| 3Y | +2.4% | +8.9% | -6.5% | -6.1% |
| 5Y | +139.3% | +6.0% | +133.4% | +122.3% |
| 10Y | -2.6% | +84.4% | -87.0% | -38.2% |
| All | -2.6% | +81.7% | -84.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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