+74.9%
SLB vs S
-52.7%
+127.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -7.1% | -13.4% | +6.3% | -6.4% |
| 30D | +4.1% | -14.0% | +18.1% | +4.8% |
| 3M | -2.6% | +4.9% | -7.5% | -3.1% |
| 6M | -8.6% | +42.0% | -50.6% | -10.5% |
| YTD | +32.2% | +45.1% | -12.9% | +28.9% |
| 1Y | +40.7% | +33.1% | +7.6% | +37.7% |
| 3Y | -4.5% | +40.6% | -45.2% | -6.7% |
| 5Y | +66.4% | -67.5% | +133.8% | +66.4% |
| All | +74.9% | -52.7% | +127.6% | +80.8% |
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