-14.4%
SLB vs IT
+88.7%
-103.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +2.6% | -3.7% | +6.2% | +3.7% |
| 30D | +4.4% | -3.1% | +7.5% | +4.4% |
| 3M | -2.7% | +6.3% | -9.1% | -6.6% |
| 6M | -7.5% | +24.8% | -32.3% | -18.2% |
| YTD | +34.8% | -24.4% | +59.2% | +41.3% |
| 1Y | +44.6% | -17.1% | +61.7% | +45.5% |
| 3Y | +3.2% | -53.6% | +56.8% | +28.2% |
| 5Y | +73.6% | -42.5% | +116.1% | +83.5% |
| All | -14.4% | +88.7% | -103.0% | -55.3% |
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