+203.4%
SLB vs U
-31.3%
+234.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.4% |
| 7D | -7.1% | +36.6% | -43.7% | -8.1% |
| 30D | +4.1% | +13.3% | -9.2% | +3.6% |
| 3M | -2.6% | +26.2% | -28.8% | -3.5% |
| 6M | -8.6% | +88.7% | -97.3% | -10.6% |
| YTD | +32.2% | +16.6% | +15.6% | +30.8% |
| 1Y | +40.7% | +29.0% | +11.7% | +38.5% |
| 3Y | -4.5% | +99.5% | -104.0% | -9.0% |
| 5Y | +66.4% | -66.1% | +132.5% | +52.1% |
| All | +203.4% | -31.3% | +234.7% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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