+84.0%
SLB vs SITM
+4,532.8%
-4,448.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -2.4% | +4.8% | -7.3% | -3.1% |
| 30D | +4.9% | -9.7% | +14.6% | +6.1% |
| 3M | +1.4% | -9.3% | +10.8% | +1.1% |
| 6M | +17.6% | +69.5% | -51.9% | +5.1% |
| YTD | +48.3% | +70.5% | -22.2% | +31.0% |
| 1Y | +58.7% | +145.3% | -86.6% | +30.6% |
| 3Y | +0.6% | +432.8% | -432.2% | -32.2% |
| 5Y | +133.6% | +174.0% | -40.4% | +58.4% |
| All | +84.0% | +4,532.8% | -4,448.9% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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