-3.3%
SLB vs SO
+156.1%
-159.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +15.8% | -4.6% | +20.4% | +17.6% |
| 3M | -0.3% | -3.0% | +2.7% | +0.5% |
| 6M | +21.3% | -8.3% | +29.6% | +24.7% |
| YTD | +52.3% | +3.5% | +48.8% | +49.6% |
| 1Y | +63.6% | -0.9% | +64.5% | +62.9% |
| 3Y | +3.8% | +45.4% | -41.6% | -12.5% |
| 5Y | +128.6% | +59.6% | +69.0% | +82.7% |
| All | -3.3% | +156.1% | -159.4% | -26.0% |
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