-3.3%
SLB vs USB
+107.5%
-110.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.4% |
| 7D | +0.8% | +1.4% | -0.6% | -0.2% |
| 30D | +15.8% | -1.3% | +17.1% | +16.7% |
| 3M | -0.3% | +15.2% | -15.6% | -10.5% |
| 6M | +21.3% | +18.8% | +2.5% | +6.1% |
| YTD | +52.3% | +21.0% | +31.3% | +31.0% |
| 1Y | +63.6% | +34.0% | +29.6% | +30.3% |
| 3Y | +3.8% | +95.3% | -91.6% | -40.4% |
| 5Y | +128.6% | +40.4% | +88.3% | +62.3% |
| All | -3.3% | +107.5% | -110.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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