-16.6%
SLB vs VIG
+267.0%
-283.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -2.0% |
| 7D | -3.7% | +0.4% | -4.1% | -4.3% |
| 30D | +2.9% | +4.3% | -1.3% | -2.5% |
| 3M | +0.2% | +2.0% | -1.8% | -2.5% |
| 6M | -4.4% | +10.2% | -14.6% | -15.4% |
| YTD | +33.4% | +14.8% | +18.6% | +12.5% |
| 1Y | +40.8% | +17.5% | +23.3% | +15.4% |
| 3Y | +3.2% | +67.4% | -64.2% | -44.8% |
| 5Y | +64.8% | +63.4% | +1.4% | -10.6% |
| 10Y | -16.6% | +259.9% | -276.4% | -76.4% |
| All | -16.6% | +267.0% | -283.6% | -76.4% |
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