-17.3%
SLB vs SAP
+222.2%
-239.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.4% |
| 7D | -4.3% | +1.5% | -5.8% | -4.9% |
| 30D | +1.9% | +8.8% | -6.9% | -1.2% |
| 3M | -5.7% | +12.1% | -17.8% | -9.7% |
| 6M | -5.3% | +34.6% | -39.9% | -16.0% |
| YTD | +32.2% | -2.1% | +34.3% | +29.9% |
| 1Y | +38.5% | -5.5% | +44.0% | +38.1% |
| 3Y | +1.1% | +67.4% | -66.3% | -23.6% |
| 5Y | +70.3% | +74.6% | -4.3% | +23.1% |
| 10Y | -17.3% | +224.0% | -241.3% | -52.8% |
| All | -17.3% | +222.2% | -239.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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