-16.6%
SLB vs NTAP
+608.6%
-625.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | -0.6% |
| 7D | -3.7% | -5.0% | +1.3% | -2.0% |
| 30D | +2.9% | -25.8% | +28.7% | +14.4% |
| 3M | +0.2% | -6.9% | +7.1% | +1.3% |
| 6M | -4.4% | +50.0% | -54.4% | -22.4% |
| YTD | +33.4% | +66.9% | -33.5% | +2.5% |
| 1Y | +40.8% | +58.3% | -17.5% | +10.5% |
| 3Y | +3.2% | +145.1% | -141.9% | -37.8% |
| 5Y | +64.8% | +114.2% | -49.4% | +3.3% |
| 10Y | -16.6% | +576.6% | -593.1% | -63.1% |
| All | -16.6% | +608.6% | -625.1% | -63.1% |
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