+73.6%
SLB vs SAN
+294.7%
-221.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | +4.4% | -9.4% | +13.8% | +7.6% |
| 3M | -2.7% | -17.1% | +14.4% | +3.3% |
| 6M | -7.5% | +2.2% | -9.7% | -9.1% |
| YTD | +34.8% | +6.0% | +28.8% | +29.6% |
| 1Y | +44.6% | +12.7% | +31.9% | +35.9% |
| 3Y | +3.2% | +242.1% | -239.0% | -36.4% |
| 5Y | +73.6% | +293.6% | -220.1% | +1.1% |
| All | +73.6% | +294.7% | -221.1% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling