-17.3%
SLB vs SGI
+397.2%
-414.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +2.1% |
| 7D | -7.1% | +1.0% | -8.1% | -7.6% |
| 30D | +4.1% | +3.9% | +0.2% | +2.4% |
| 3M | -2.6% | -0.8% | -1.8% | -3.1% |
| 6M | -8.6% | -18.0% | +9.4% | -4.6% |
| YTD | +32.2% | -27.6% | +59.8% | +42.1% |
| 1Y | +40.7% | -27.2% | +67.9% | +50.7% |
| 3Y | -4.5% | +76.0% | -80.5% | -23.3% |
| 5Y | +66.4% | +50.0% | +16.4% | +33.6% |
| All | -17.3% | +397.2% | -414.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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