-2.6%
SLB vs SFM
+280.6%
-283.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +0.3% |
| 7D | -1.9% | -7.2% | +5.3% | -1.1% |
| 30D | +7.8% | -14.3% | +22.1% | +9.5% |
| 3M | +2.7% | -13.7% | +16.4% | +4.0% |
| 6M | +22.2% | -6.0% | +28.2% | +22.0% |
| YTD | +51.1% | -8.2% | +59.3% | +51.0% |
| 1Y | +63.3% | -46.2% | +109.6% | +73.4% |
| 3Y | +2.4% | +83.6% | -81.1% | -8.6% |
| 5Y | +139.3% | +212.7% | -73.4% | +90.9% |
| 10Y | -2.6% | +273.0% | -275.6% | -29.3% |
| All | -2.6% | +280.6% | -283.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SFM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling