+958.5%
SLB vs STT
+7,372.9%
-6,414.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | +0.5% | +0.4% | +0.6% |
| 30D | +15.8% | +3.9% | +12.0% | +14.1% |
| 3M | -0.3% | +20.0% | -20.3% | -7.0% |
| 6M | +21.3% | +55.3% | -34.0% | +2.7% |
| YTD | +52.3% | +53.3% | -1.0% | +29.4% |
| 1Y | +63.6% | +74.7% | -11.1% | +32.2% |
| 3Y | +3.8% | +205.8% | -202.1% | -32.1% |
| 5Y | +128.6% | +145.0% | -16.4% | +58.5% |
| 10Y | -3.1% | +266.0% | -269.1% | -40.5% |
| All | +958.5% | +7,372.9% | -6,414.4% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling