+68.0%
SLB vs SMR
+11.2%
+56.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.3% | -16.0% | -1.7% |
| 7D | +0.4% | +21.4% | -21.0% | -0.9% |
| 30D | +13.6% | +13.8% | -0.3% | +12.3% |
| 3M | +1.5% | +3.9% | -2.4% | +0.5% |
| 6M | +23.0% | -4.2% | +27.2% | +21.5% |
| YTD | +51.2% | -21.1% | +72.3% | +50.9% |
| 1Y | +63.5% | -67.1% | +130.6% | +70.4% |
| 3Y | +2.5% | +88.9% | -86.3% | -19.2% |
| All | +68.0% | +11.2% | +56.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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