-14.2%
SLB vs SM
+10.6%
-24.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.4% | +0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +4.5% | -17.3% | +21.8% | +10.5% |
| 3M | -4.6% | -3.6% | -1.0% | -4.7% |
| 6M | -6.3% | +2.9% | -9.2% | -9.5% |
| YTD | +35.0% | +70.2% | -35.2% | +8.0% |
| 1Y | +38.8% | +66.5% | -27.7% | +11.8% |
| 3Y | +3.3% | -8.2% | +11.5% | -1.9% |
| 5Y | +73.6% | -1.5% | +75.1% | +56.4% |
| 10Y | -14.2% | +11.9% | -26.1% | -58.0% |
| All | -14.2% | +10.6% | -24.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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