-14.2%
SLB vs M
-5.1%
-9.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.4% |
| 30D | +4.5% | +8.1% | -3.6% | +1.9% |
| 3M | -4.6% | +2.2% | -6.8% | -5.9% |
| 6M | -6.3% | +35.1% | -41.4% | -15.1% |
| YTD | +35.0% | +15.8% | +19.1% | +26.8% |
| 1Y | +38.8% | +25.8% | +13.0% | +27.1% |
| 3Y | +3.3% | +156.2% | -153.0% | -27.9% |
| 5Y | +73.6% | -2.4% | +76.0% | +48.0% |
| 10Y | -14.2% | -7.1% | -7.1% | -52.7% |
| All | -14.2% | -5.1% | -9.1% | -52.7% |
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