+247.0%
SLB vs U
-43.0%
+290.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | +0.4% | +4.5% | -4.0% | +0.3% |
| 30D | +13.6% | -0.6% | +14.2% | +13.6% |
| 3M | +1.5% | +48.4% | -46.9% | +0.1% |
| 6M | +23.0% | +115.4% | -92.3% | +19.6% |
| YTD | +51.2% | -3.2% | +54.4% | +50.6% |
| 1Y | +63.5% | -6.0% | +69.5% | +62.7% |
| 3Y | +2.5% | +13.5% | -10.9% | -1.3% |
| 5Y | +139.2% | -68.0% | +207.2% | +122.3% |
| All | +247.0% | -43.0% | +290.0% | +229.5% |
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