-16.6%
SLB vs STT
+210.2%
-226.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -1.2% |
| 7D | -3.7% | +0.9% | -4.6% | -4.3% |
| 30D | +2.9% | -2.3% | +5.3% | +4.3% |
| 3M | +0.2% | -7.5% | +7.7% | +5.1% |
| 6M | -4.4% | +14.9% | -19.3% | -13.3% |
| YTD | +33.4% | +34.9% | -1.5% | +8.1% |
| 1Y | +40.8% | +47.1% | -6.3% | +7.6% |
| 3Y | +3.2% | +179.6% | -176.4% | -49.9% |
| 5Y | +64.8% | +107.1% | -42.3% | -8.1% |
| 10Y | -16.6% | +199.4% | -216.0% | -65.9% |
| All | -16.6% | +210.2% | -226.8% | -65.9% |
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