+76.5%
SLB vs S
-48.9%
+125.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.5% |
| 7D | -3.7% | +1.6% | -5.2% | -3.8% |
| 30D | +2.9% | -10.5% | +13.4% | +3.4% |
| 3M | +0.2% | +9.9% | -9.7% | -0.5% |
| 6M | -4.4% | +41.8% | -46.2% | -6.5% |
| YTD | +33.4% | +56.8% | -23.4% | +29.5% |
| 1Y | +40.8% | +39.0% | +1.8% | +37.5% |
| 3Y | +3.2% | +53.8% | -50.6% | +0.4% |
| 5Y | +64.8% | -68.6% | +133.4% | +63.9% |
| All | +76.5% | -48.9% | +125.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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