+422.5%
STM vs SLB
-15.8%
+438.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.8% | +6.4% |
| 7D | -5.6% | -3.7% | -1.9% | -4.1% |
| 30D | -14.4% | +2.9% | -17.4% | -15.2% |
| 3M | -20.5% | +0.2% | -20.7% | -20.7% |
| 6M | -24.5% | -4.4% | -20.1% | -23.6% |
| YTD | +72.7% | +33.4% | +39.3% | +54.4% |
| 1Y | +91.0% | +40.8% | +50.2% | +67.3% |
| 3Y | +13.5% | +3.2% | +10.3% | +8.8% |
| 5Y | -9.2% | +64.8% | -74.0% | -30.7% |
| 10Y | +422.5% | -16.6% | +439.1% | +325.4% |
| All | +422.5% | -15.8% | +438.4% | +325.4% |
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