-16.6%
SLB vs STT
+211.9%
-228.4%
-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% | -7.0% | +7.2% | +4.7% |
| 6M | -4.4% | +15.5% | -19.9% | -13.6% |
| YTD | +33.4% | +35.6% | -2.2% | +7.7% |
| 1Y | +40.8% | +47.9% | -7.1% | +7.2% |
| 3Y | +3.2% | +181.1% | -177.9% | -50.0% |
| 5Y | +64.8% | +108.2% | -43.4% | -8.5% |
| 10Y | -16.6% | +201.0% | -217.6% | -66.0% |
| All | -16.6% | +211.9% | -228.4% | -66.0% |
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