-14.2%
SLB vs SAP
+231.4%
-245.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | +4.5% | +7.5% | -3.0% | +1.7% |
| 3M | -4.6% | +11.6% | -16.2% | -8.5% |
| 6M | -6.3% | +37.6% | -43.9% | -17.4% |
| YTD | +35.0% | -2.0% | +36.9% | +32.6% |
| 1Y | +38.8% | -6.4% | +45.2% | +38.9% |
| 3Y | +3.3% | +67.7% | -64.4% | -22.0% |
| 5Y | +73.6% | +75.7% | -2.1% | +25.1% |
| 10Y | -14.2% | +229.3% | -243.6% | -50.1% |
| All | -14.2% | +231.4% | -245.6% | -50.1% |
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