+21.6%
SLB vs VIG
+623.5%
-601.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.8% |
| 7D | +0.8% | -0.4% | +1.3% | +1.4% |
| 30D | +15.8% | -1.0% | +16.8% | +17.2% |
| 3M | -0.3% | +2.8% | -3.1% | -4.0% |
| 6M | +21.3% | +8.2% | +13.1% | +9.1% |
| YTD | +52.3% | +11.0% | +41.3% | +32.5% |
| 1Y | +63.6% | +16.1% | +47.5% | +33.8% |
| 3Y | +3.8% | +56.2% | -52.4% | -42.9% |
| 5Y | +128.6% | +63.0% | +65.7% | +16.0% |
| 10Y | -3.1% | +241.4% | -244.5% | -81.8% |
| All | +21.6% | +623.5% | -601.9% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling