-17.3%
SLB vs SO
+188.2%
-205.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +1.9% | +8.7% | -6.7% | -1.1% |
| 3M | -5.7% | +3.4% | -9.1% | -7.0% |
| 6M | -5.3% | +3.7% | -9.1% | -6.9% |
| YTD | +32.2% | +10.0% | +22.1% | +26.9% |
| 1Y | +38.5% | +6.6% | +31.9% | +34.3% |
| 3Y | +1.1% | +52.5% | -51.4% | -16.2% |
| 5Y | +70.3% | +76.1% | -5.8% | +30.7% |
| 10Y | -17.3% | +194.9% | -212.2% | -37.7% |
| All | -17.3% | +188.2% | -205.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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