+139.3%
SLB vs ITOT
+73.3%
+66.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | +7.8% | -1.6% | +9.4% | +9.2% |
| 3M | +2.7% | +3.5% | -0.9% | -0.5% |
| 6M | +22.2% | +13.1% | +9.0% | +10.0% |
| YTD | +51.1% | +12.7% | +38.4% | +36.5% |
| 1Y | +63.3% | +18.3% | +45.0% | +41.6% |
| 3Y | +2.4% | +76.4% | -74.0% | -34.8% |
| 5Y | +139.3% | +73.8% | +65.6% | +54.1% |
| All | +139.3% | +73.3% | +66.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling