-14.2%
SLB vs SBAC
+109.8%
-124.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.2% |
| 7D | -1.2% | -2.8% | +1.6% | -0.7% |
| 30D | +4.5% | +3.1% | +1.4% | +3.9% |
| 3M | -4.6% | +5.1% | -9.7% | -5.5% |
| 6M | -6.3% | -11.4% | +5.1% | -4.7% |
| YTD | +35.0% | +0.2% | +34.8% | +33.6% |
| 1Y | +38.8% | -3.9% | +42.7% | +38.5% |
| 3Y | +3.3% | -7.7% | +10.9% | +2.2% |
| 5Y | +73.6% | -39.7% | +113.4% | +85.6% |
| 10Y | -14.2% | +111.9% | -126.1% | -23.6% |
| All | -14.2% | +109.8% | -124.0% | -23.6% |
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