-17.6%
SLB vs USB
+93.8%
-111.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.2% |
| 7D | -7.7% | -1.5% | -6.3% | -6.9% |
| 30D | -0.7% | +4.3% | -5.0% | -3.8% |
| 3M | 0.0% | -6.1% | +6.0% | +4.1% |
| 6M | -10.4% | +9.4% | -19.8% | -16.9% |
| YTD | +31.5% | +15.2% | +16.3% | +16.9% |
| 1Y | +39.1% | +32.8% | +6.4% | +11.5% |
| 3Y | -5.7% | +91.3% | -97.0% | -44.5% |
| 5Y | +65.4% | +22.7% | +42.8% | +31.1% |
| All | -17.6% | +93.8% | -111.4% | -48.5% |
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