-17.3%
SLB vs IT
+88.3%
-105.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -4.3% | -7.5% | +3.2% | -1.9% |
| 30D | +1.9% | -1.2% | +3.1% | +1.2% |
| 3M | -5.7% | -2.2% | -3.5% | -6.9% |
| 6M | -5.3% | +19.1% | -24.4% | -14.9% |
| YTD | +32.2% | -25.1% | +57.3% | +38.9% |
| 1Y | +38.5% | -17.4% | +55.9% | +39.4% |
| 3Y | +1.1% | -54.1% | +55.2% | +26.0% |
| 5Y | +70.3% | -42.7% | +112.9% | +79.7% |
| 10Y | -17.3% | +88.1% | -105.4% | -56.3% |
| All | -17.3% | +88.3% | -105.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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