-17.1%
SLB vs STT
+204.5%
-221.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -7.1% | -2.5% | -4.6% | -5.6% |
| 30D | +4.1% | -5.0% | +9.0% | +7.4% |
| 3M | -2.6% | -10.5% | +7.8% | +4.3% |
| 6M | -8.6% | +10.0% | -18.6% | -14.6% |
| YTD | +32.2% | +30.7% | +1.5% | +9.4% |
| 1Y | +40.7% | +43.8% | -3.1% | +9.2% |
| 3Y | -4.5% | +168.1% | -172.6% | -52.2% |
| 5Y | +66.4% | +101.4% | -35.0% | -5.5% |
| All | -17.1% | +204.5% | -221.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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