-4.8%
SLB vs SGI
+261.3%
-266.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | +9.3% | -8.9% | -2.1% |
| 30D | +13.6% | +6.9% | +6.7% | +11.4% |
| 3M | +1.5% | +2.8% | -1.3% | 0.0% |
| 6M | +23.0% | -12.6% | +35.6% | +26.1% |
| YTD | +51.2% | -21.5% | +72.7% | +59.4% |
| 1Y | +63.5% | -18.8% | +82.2% | +69.7% |
| 3Y | +2.5% | +60.8% | -58.3% | -14.5% |
| 5Y | +139.2% | +60.0% | +79.2% | +91.5% |
| 10Y | -4.8% | +267.8% | -272.6% | -52.4% |
| All | -4.8% | +261.3% | -266.1% | -52.4% |
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