-5.9%
SLB vs IT
+92.9%
-98.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | -2.4% | -12.7% | +10.3% | +2.0% |
| 30D | +4.9% | -8.9% | +13.8% | +7.8% |
| 3M | +1.4% | +10.1% | -8.7% | -4.1% |
| 6M | +17.6% | +7.3% | +10.4% | +10.5% |
| YTD | +48.3% | -32.4% | +80.7% | +64.0% |
| 1Y | +58.7% | -26.6% | +85.3% | +67.7% |
| 3Y | +0.6% | -51.8% | +52.4% | +20.9% |
| 5Y | +133.6% | -45.6% | +179.2% | +150.5% |
| All | -5.9% | +92.9% | -98.8% | -48.1% |
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