-5.9%
SLB vs MKTX
+5.1%
-11.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +4.9% | +0.8% | +4.1% | +4.8% |
| 3M | +1.4% | +41.1% | -39.7% | -1.8% |
| 6M | +17.6% | -9.5% | +27.2% | +18.4% |
| YTD | +48.3% | -8.7% | +57.0% | +49.0% |
| 1Y | +58.7% | -10.0% | +68.6% | +59.5% |
| 3Y | +0.6% | -24.6% | +25.2% | +1.7% |
| 5Y | +133.6% | -60.3% | +193.9% | +149.6% |
| All | -5.9% | +5.1% | -11.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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