-5.3%
SLB vs SN
+650.0%
-655.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +4.4% | +16.6% | -12.2% | +1.8% |
| 3M | -2.7% | +18.3% | -21.0% | -5.5% |
| 6M | -7.5% | +103.1% | -110.6% | -18.4% |
| YTD | +34.8% | +96.7% | -61.9% | +19.1% |
| 1Y | +44.6% | +134.3% | -89.7% | +24.0% |
| 3Y | +3.2% | +425.2% | -422.0% | -17.7% |
| All | -5.3% | +650.0% | -655.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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