-16.6%
SLB vs Z
-11.7%
-4.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.4% |
| 7D | -3.7% | -5.2% | +1.5% | -3.1% |
| 30D | +2.9% | +5.7% | -2.8% | +1.6% |
| 3M | +0.2% | -8.7% | +9.0% | +0.8% |
| 6M | -4.4% | -26.0% | +21.5% | -1.2% |
| YTD | +33.4% | -55.0% | +88.5% | +47.7% |
| 1Y | +40.8% | -58.0% | +98.8% | +57.4% |
| 3Y | +3.2% | -15.2% | +18.4% | +0.6% |
| 5Y | +64.8% | -53.8% | +118.6% | +69.7% |
| 10Y | -16.6% | -14.5% | -2.0% | -34.5% |
| All | -16.6% | -11.7% | -4.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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