+678.9%
STM vs SLB
-3.2%
+682.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -1.0% | +15.8% | -16.8% | -6.5% |
| 3M | -33.3% | -0.3% | -32.9% | -33.5% |
| 6M | +57.4% | +21.3% | +36.0% | +45.8% |
| YTD | +102.2% | +52.3% | +49.9% | +72.1% |
| 1Y | +99.6% | +63.6% | +36.0% | +64.7% |
| 3Y | +14.5% | +3.8% | +10.8% | +8.7% |
| 5Y | +21.4% | +128.6% | -107.3% | -18.8% |
| All | +678.9% | -3.2% | +682.1% | +512.3% |
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