-4.8%
SLB vs SRE
+121.7%
-126.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +0.4% | +1.4% | -1.0% | -0.3% |
| 30D | +13.6% | +1.9% | +11.7% | +11.9% |
| 3M | +1.5% | -3.3% | +4.8% | +2.7% |
| 6M | +23.0% | -6.4% | +29.4% | +26.4% |
| YTD | +51.2% | -1.8% | +53.0% | +51.0% |
| 1Y | +63.5% | +10.7% | +52.7% | +52.5% |
| 3Y | +2.5% | +31.8% | -29.3% | -16.7% |
| 5Y | +139.2% | +49.2% | +90.0% | +79.6% |
| 10Y | -4.8% | +118.5% | -123.3% | -33.9% |
| All | -4.8% | +121.7% | -126.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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