-4.8%
SLB vs SBAC
+76.8%
-81.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +13.6% | +3.2% | +10.3% | +12.9% |
| 3M | +1.5% | -5.1% | +6.5% | +2.2% |
| 6M | +23.0% | -2.1% | +25.1% | +22.7% |
| YTD | +51.2% | -0.5% | +51.7% | +50.1% |
| 1Y | +63.5% | +1.1% | +62.4% | +61.6% |
| 3Y | +2.5% | -7.4% | +9.9% | +1.3% |
| 5Y | +139.2% | -44.3% | +183.5% | +160.7% |
| 10Y | -4.8% | +77.6% | -82.3% | -15.1% |
| All | -4.8% | +76.8% | -81.5% | -15.1% |
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