-16.6%
SLB vs PSX
+363.6%
-380.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | -1.4% |
| 7D | -3.7% | -8.0% | +4.3% | +2.6% |
| 30D | +2.9% | -9.0% | +12.0% | +9.7% |
| 3M | +0.2% | +24.7% | -24.5% | -17.5% |
| 6M | -4.4% | +49.3% | -53.8% | -32.7% |
| YTD | +33.4% | +100.2% | -66.8% | -27.4% |
| 1Y | +40.8% | +88.8% | -48.1% | -19.7% |
| 3Y | +3.2% | +152.5% | -149.3% | -55.9% |
| 5Y | +64.8% | +283.2% | -218.4% | -51.3% |
| 10Y | -16.6% | +345.8% | -362.4% | -78.8% |
| All | -16.6% | +363.6% | -380.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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