-16.6%
SLB vs M
+3.7%
-20.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | -1.3% |
| 7D | -3.7% | +2.5% | -6.2% | -4.6% |
| 30D | +2.9% | +10.1% | -7.1% | -0.2% |
| 3M | +0.2% | -0.9% | +1.1% | -0.3% |
| 6M | -4.4% | +30.2% | -34.6% | -12.5% |
| YTD | +33.4% | +16.3% | +17.1% | +25.3% |
| 1Y | +40.8% | +27.0% | +13.8% | +28.7% |
| 3Y | +3.2% | +154.5% | -151.3% | -27.7% |
| 5Y | +64.8% | -1.1% | +65.9% | +40.0% |
| 10Y | -16.6% | +0.5% | -17.1% | -53.6% |
| All | -16.6% | +3.7% | -20.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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