-16.6%
SLB vs SM
+4.9%
-21.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.8% |
| 7D | -3.7% | -22.3% | +18.6% | +4.0% |
| 30D | +2.9% | -21.4% | +24.3% | +10.6% |
| 3M | +0.2% | +1.4% | -1.1% | -1.5% |
| 6M | -4.4% | +0.1% | -4.5% | -6.9% |
| YTD | +33.4% | +59.0% | -25.5% | +9.2% |
| 1Y | +40.8% | +64.3% | -23.6% | +13.9% |
| 3Y | +3.2% | -13.1% | +16.3% | -0.2% |
| 5Y | +64.8% | -13.9% | +78.7% | +54.8% |
| 10Y | -16.6% | +1.7% | -18.2% | -58.0% |
| All | -16.6% | +4.9% | -21.5% | -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