-13.1%
SLB vs IT
+90.0%
-103.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +6.5% | -1.8% | +8.4% | +6.0% |
| 3M | -0.2% | +4.8% | -5.1% | -3.7% |
| 6M | -5.7% | +33.0% | -38.7% | -18.5% |
| YTD | +36.8% | -23.8% | +60.7% | +43.1% |
| 1Y | +45.8% | -16.5% | +62.3% | +46.4% |
| 3Y | +3.4% | -53.6% | +57.0% | +28.6% |
| 5Y | +76.1% | -42.1% | +118.3% | +85.8% |
| All | -13.1% | +90.0% | -103.0% | -54.7% |
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