-13.1%
SLB vs SYY
+88.7%
-101.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | +6.5% | -4.8% | +11.3% | +8.7% |
| 3M | -0.2% | -7.1% | +6.8% | +2.8% |
| 6M | -5.7% | +6.8% | -12.5% | -10.8% |
| YTD | +36.8% | +7.7% | +29.2% | +26.7% |
| 1Y | +45.8% | +5.7% | +40.1% | +36.4% |
| 3Y | +3.4% | +24.6% | -21.2% | -14.8% |
| 5Y | +76.1% | +15.6% | +60.5% | +46.5% |
| All | -13.1% | +88.7% | -101.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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