-16.6%
SLB vs SBAC
+97.3%
-113.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.7% | +3.0% | -6.7% | -4.2% |
| 30D | +2.9% | +4.3% | -1.4% | +2.1% |
| 3M | +0.2% | +4.1% | -3.9% | -0.6% |
| 6M | -4.4% | -11.6% | +7.2% | -2.8% |
| YTD | +33.4% | +0.4% | +33.1% | +32.0% |
| 1Y | +40.8% | -1.1% | +41.9% | +39.7% |
| 3Y | +3.2% | -7.3% | +10.4% | +2.0% |
| 5Y | +64.8% | -40.8% | +105.6% | +77.0% |
| 10Y | -16.6% | +103.0% | -119.5% | -26.2% |
| All | -16.6% | +97.3% | -113.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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