-16.6%
SLB vs SAN
+267.2%
-283.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -2.4% |
| 7D | -3.7% | +8.7% | -12.4% | -8.3% |
| 30D | +2.9% | -6.5% | +9.4% | +6.1% |
| 3M | +0.2% | -14.2% | +14.4% | +8.1% |
| 6M | -4.4% | +2.7% | -7.2% | -7.6% |
| YTD | +33.4% | +8.9% | +24.6% | +22.7% |
| 1Y | +40.8% | +23.4% | +17.4% | +20.2% |
| 3Y | +3.2% | +257.9% | -254.8% | -55.5% |
| 5Y | +64.8% | +297.8% | -233.0% | -37.9% |
| 10Y | -16.6% | +259.6% | -276.2% | -68.7% |
| All | -16.6% | +267.2% | -283.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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