-17.1%
SLB vs SM
+8.2%
-25.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -7.1% | -25.9% | +18.8% | +1.9% |
| 30D | +4.1% | -15.1% | +19.2% | +9.1% |
| 3M | -2.6% | +4.9% | -7.5% | -5.4% |
| 6M | -8.6% | +6.1% | -14.7% | -12.6% |
| YTD | +32.2% | +63.4% | -31.2% | +7.3% |
| 1Y | +40.7% | +72.5% | -31.8% | +12.0% |
| 3Y | -4.5% | -16.9% | +12.4% | -6.3% |
| 5Y | +66.4% | -10.6% | +77.0% | +54.5% |
| All | -17.1% | +8.2% | -25.3% | -59.1% |
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