-14.2%
SLB vs STT
+203.9%
-218.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | +4.5% | -0.4% | +4.9% | +4.6% |
| 3M | -4.6% | -6.5% | +1.9% | -0.6% |
| 6M | -6.3% | +17.2% | -23.4% | -16.1% |
| YTD | +35.0% | +38.2% | -3.2% | +7.6% |
| 1Y | +38.8% | +49.3% | -10.5% | +5.1% |
| 3Y | +3.3% | +181.9% | -178.6% | -50.1% |
| 5Y | +73.6% | +106.9% | -33.3% | -2.8% |
| 10Y | -14.2% | +203.1% | -217.4% | -65.3% |
| All | -14.2% | +203.9% | -218.2% | -65.3% |
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