-2.6%
SLB vs VIG
+241.3%
-243.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -1.9% | -1.2% | -0.7% | -0.5% |
| 30D | +7.8% | -2.8% | +10.6% | +11.6% |
| 3M | +2.7% | +2.5% | +0.2% | -0.5% |
| 6M | +22.2% | +8.1% | +14.1% | +11.0% |
| YTD | +51.1% | +9.6% | +41.5% | +35.2% |
| 1Y | +63.3% | +14.2% | +49.2% | +38.9% |
| 3Y | +2.4% | +56.1% | -53.7% | -40.2% |
| 5Y | +139.3% | +62.8% | +76.5% | +30.2% |
| 10Y | -2.6% | +248.2% | -250.8% | -73.9% |
| All | -2.6% | +241.3% | -243.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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