-17.1%
SLB vs RF
+279.4%
-296.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | -7.1% | -0.9% | -6.2% | -6.6% |
| 30D | +4.1% | +6.0% | -1.9% | +0.1% |
| 3M | -2.6% | -8.9% | +6.3% | +3.2% |
| 6M | -8.6% | +2.3% | -10.9% | -10.7% |
| YTD | +32.2% | +7.6% | +24.6% | +24.2% |
| 1Y | +40.7% | +21.2% | +19.5% | +22.0% |
| 3Y | -4.5% | +108.5% | -113.1% | -44.6% |
| 5Y | +66.4% | +43.2% | +23.1% | +18.0% |
| All | -17.1% | +279.4% | -296.5% | -63.8% |
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