+312.8%
SPY vs SLB
-3.4%
+316.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.1% | +15.8% | -15.8% | -3.3% |
| 3M | +2.0% | -0.3% | +2.3% | +1.6% |
| 6M | +13.0% | +21.3% | -8.3% | +7.4% |
| YTD | +13.5% | +52.3% | -38.8% | +2.1% |
| 1Y | +20.0% | +63.6% | -43.6% | +5.8% |
| 3Y | +77.2% | +3.8% | +73.4% | +70.0% |
| 5Y | +81.9% | +128.6% | -46.8% | +38.9% |
| All | +312.8% | -3.4% | +316.3% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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