-17.1%
SLB vs SAN
+236.7%
-253.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.8% |
| 7D | -7.1% | +4.9% | -12.0% | -9.8% |
| 30D | +4.1% | -13.0% | +17.1% | +11.7% |
| 3M | -2.6% | -18.9% | +16.2% | +8.4% |
| 6M | -8.6% | -4.1% | -4.4% | -8.0% |
| YTD | +32.2% | +2.6% | +29.6% | +25.7% |
| 1Y | +40.7% | +16.9% | +23.7% | +23.7% |
| 3Y | -4.5% | +239.1% | -243.6% | -57.5% |
| 5Y | +66.4% | +266.8% | -200.5% | -34.2% |
| All | -17.1% | +236.7% | -253.8% | -67.8% |
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