-14.2%
SLB vs Z
-14.8%
+0.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | -1.2% | -13.1% | +11.9% | +0.8% |
| 30D | +4.5% | +5.9% | -1.4% | +3.1% |
| 3M | -4.6% | -13.7% | +9.1% | -3.3% |
| 6M | -6.3% | -27.1% | +20.9% | -2.9% |
| YTD | +35.0% | -56.8% | +91.8% | +50.3% |
| 1Y | +38.8% | -60.2% | +99.0% | +56.4% |
| 3Y | +3.3% | -19.7% | +23.0% | +1.5% |
| 5Y | +73.6% | -53.7% | +127.3% | +78.4% |
| 10Y | -14.2% | -16.9% | +2.6% | -32.4% |
| All | -14.2% | -14.8% | +0.5% | -32.4% |
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