-14.2%
SLB vs P
+686.0%
-700.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.2% |
| 7D | -1.2% | -4.7% | +3.6% | -0.5% |
| 30D | +4.5% | -31.4% | +35.9% | +11.9% |
| 3M | -4.6% | -2.6% | -1.9% | -5.8% |
| 6M | -6.3% | +21.9% | -28.2% | -13.2% |
| YTD | +35.0% | +58.9% | -24.0% | +16.4% |
| 1Y | +38.8% | +21.7% | +17.1% | +24.7% |
| 3Y | +3.3% | +193.3% | -190.0% | -32.0% |
| 5Y | +73.6% | +275.1% | -201.5% | +0.9% |
| 10Y | -14.2% | +655.3% | -669.5% | -61.7% |
| All | -14.2% | +686.0% | -700.2% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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