+62.5%
SLB vs STT
+100.0%
-37.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.1% | -2.5% | -4.6% | -6.0% |
| 30D | +4.1% | -5.0% | +9.0% | +6.5% |
| 3M | -2.6% | -10.5% | +7.8% | +2.4% |
| 6M | -8.6% | +10.0% | -18.6% | -12.9% |
| YTD | +32.2% | +30.7% | +1.5% | +15.6% |
| 1Y | +40.7% | +43.8% | -3.1% | +17.4% |
| 3Y | -4.5% | +168.1% | -172.6% | -40.6% |
| All | +62.5% | +100.0% | -37.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling