+121.0%
SLB vs VSXY
+33.4%
+87.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +4.9% | -22.1% | +26.9% | +7.1% |
| 3M | +1.4% | -1.1% | +2.6% | +1.1% |
| 6M | +17.6% | +53.8% | -36.2% | +11.0% |
| YTD | +48.3% | +35.5% | +12.9% | +41.2% |
| 1Y | +58.7% | +186.0% | -127.3% | +39.4% |
| 3Y | +0.6% | +343.2% | -342.6% | -19.5% |
| 5Y | +133.6% | +19.0% | +114.6% | +103.2% |
| All | +121.0% | +33.4% | +87.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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