-14.4%
SLB vs RF
+219.4%
-233.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +4.4% | +5.6% | -1.2% | +0.6% |
| 3M | -2.7% | -8.9% | +6.1% | +3.1% |
| 6M | -7.5% | +7.1% | -14.6% | -12.4% |
| YTD | +34.8% | +8.3% | +26.5% | +26.0% |
| 1Y | +44.6% | +16.8% | +27.8% | +28.4% |
| 3Y | +3.2% | +115.0% | -111.8% | -41.7% |
| 5Y | +73.6% | +46.4% | +27.1% | +20.5% |
| All | -14.4% | +219.4% | -233.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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