-16.6%
SLB vs USFR
+28.5%
-45.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +2.9% | +0.4% | +2.6% | +2.7% |
| 3M | +0.2% | +1.1% | -0.8% | -0.4% |
| 6M | -4.4% | +2.0% | -6.4% | -5.5% |
| YTD | +33.4% | +3.4% | +30.0% | +31.0% |
| 1Y | +40.8% | +4.1% | +36.7% | +37.8% |
| 3Y | +3.2% | +14.3% | -11.1% | -3.0% |
| 5Y | +64.8% | +21.3% | +43.5% | +50.0% |
| 10Y | -16.6% | +28.5% | -45.0% | -23.2% |
| All | -16.6% | +28.5% | -45.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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