-6.1%
SLB vs IR
+332.9%
-339.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.7% |
| 7D | -1.2% | +1.1% | -2.2% | -1.8% |
| 30D | +4.5% | +7.6% | -3.1% | -0.3% |
| 3M | -4.6% | +0.1% | -4.7% | -5.2% |
| 6M | -6.3% | +14.0% | -20.2% | -15.0% |
| YTD | +35.0% | +7.5% | +27.5% | +25.0% |
| 1Y | +38.8% | +10.1% | +28.7% | +26.4% |
| 3Y | +3.3% | +24.9% | -21.6% | -16.0% |
| 5Y | +73.6% | +46.9% | +26.8% | +22.9% |
| All | -6.1% | +332.9% | -339.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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