-3.3%
SLB vs RF
+343.3%
-346.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +1.3% | -0.5% | -0.1% |
| 30D | +15.8% | -3.6% | +19.4% | +18.4% |
| 3M | -0.3% | +8.1% | -8.4% | -5.8% |
| 6M | +21.3% | +11.5% | +9.9% | +12.0% |
| YTD | +52.3% | +15.6% | +36.7% | +36.7% |
| 1Y | +63.6% | +15.7% | +47.9% | +46.1% |
| 3Y | +3.8% | +86.9% | -83.1% | -35.5% |
| 5Y | +128.6% | +89.8% | +38.8% | +32.7% |
| All | -3.3% | +343.3% | -346.7% | -64.9% |
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