+392.6%
STM vs SLB
-16.2%
+408.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.2% |
| 7D | -10.7% | -7.1% | -3.6% | -8.2% |
| 30D | -25.7% | +4.1% | -29.8% | -26.8% |
| 3M | -21.6% | -2.6% | -18.9% | -21.0% |
| 6M | -27.8% | -8.6% | -19.2% | -25.7% |
| YTD | +61.8% | +32.2% | +29.6% | +45.1% |
| 1Y | +78.1% | +40.7% | +37.4% | +56.0% |
| 3Y | +4.9% | -4.5% | +9.4% | +3.2% |
| 5Y | -14.3% | +66.4% | -80.6% | -34.8% |
| All | +392.6% | -16.2% | +408.8% | +301.7% |
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