-2.6%
SLB vs ZBRA
+407.5%
-410.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | +7.8% | -8.8% | +16.6% | +11.0% |
| 3M | +2.7% | +47.2% | -44.6% | -11.6% |
| 6M | +22.2% | +61.3% | -39.1% | +1.2% |
| YTD | +51.1% | +42.0% | +9.1% | +29.7% |
| 1Y | +63.3% | +10.5% | +52.9% | +52.1% |
| 3Y | +2.4% | +34.5% | -32.1% | -14.8% |
| 5Y | +139.3% | -40.3% | +179.6% | +158.3% |
| 10Y | -2.6% | +421.5% | -424.1% | -47.9% |
| All | -2.6% | +407.5% | -410.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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