-6.3%
SLB vs SN
+681.9%
-688.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -3.7% | +7.6% | -11.3% | -4.8% |
| 30D | +2.9% | +24.1% | -21.2% | -0.6% |
| 3M | +0.2% | +23.7% | -23.5% | -3.3% |
| 6M | -4.4% | +105.5% | -110.0% | -15.8% |
| YTD | +33.4% | +105.1% | -71.7% | +17.1% |
| 1Y | +40.8% | +148.3% | -107.5% | +19.6% |
| 3Y | +3.2% | +438.7% | -435.5% | -18.2% |
| All | -6.3% | +681.9% | -688.2% | -26.0% |
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