-5.8%
SLB vs NTRS
+259.9%
-265.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | -2.5% | +1.4% | -3.9% | -3.4% |
| 30D | +7.1% | -0.7% | +7.8% | +7.4% |
| 3M | +0.6% | +11.3% | -10.7% | -6.5% |
| 6M | +17.6% | +35.5% | -17.9% | -4.4% |
| YTD | +48.5% | +40.6% | +7.9% | +17.3% |
| 1Y | +59.4% | +49.2% | +10.2% | +20.4% |
| 3Y | -0.4% | +167.2% | -167.6% | -51.6% |
| 5Y | +133.8% | +94.9% | +38.8% | +34.3% |
| All | -5.8% | +259.9% | -265.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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