+48.3%
SLB vs SMR
-45.9%
+94.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.4% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | +2.9% | -24.4% | +27.4% | +4.6% |
| 3M | +0.2% | -44.6% | +44.8% | +3.5% |
| 6M | -4.4% | -56.7% | +52.2% | -0.3% |
| YTD | +33.4% | -61.6% | +95.0% | +39.0% |
| 1Y | +40.8% | -82.1% | +122.9% | +53.8% |
| 3Y | +3.2% | +161.5% | -158.4% | -29.6% |
| All | +48.3% | -45.9% | +94.1% | +36.7% |
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