-4.8%
SLB vs NTAP
+583.2%
-587.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +0.4% | +3.3% | -2.8% | -0.9% |
| 30D | +13.6% | -0.2% | +13.8% | +13.4% |
| 3M | +1.5% | +11.4% | -9.9% | -3.5% |
| 6M | +23.0% | +88.7% | -65.7% | -8.1% |
| YTD | +51.2% | +78.9% | -27.7% | +14.8% |
| 1Y | +63.5% | +58.8% | +4.7% | +30.1% |
| 3Y | +2.5% | +153.5% | -151.0% | -37.9% |
| 5Y | +139.2% | +136.7% | +2.5% | +46.1% |
| 10Y | -4.8% | +590.2% | -595.0% | -61.1% |
| All | -4.8% | +583.2% | -587.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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