+95.4%
STM vs SLB
+39.8%
+55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +16.3% | +2.6% | +13.7% | +15.0% |
| 30D | -6.3% | +4.4% | -10.7% | -7.6% |
| 3M | -14.1% | -2.7% | -11.4% | -13.0% |
| 6M | -19.6% | -7.5% | -12.0% | -15.7% |
| YTD | +80.1% | +34.8% | +45.3% | +62.4% |
| 1Y | +95.4% | +44.6% | +50.8% | +65.5% |
| All | +95.4% | +39.8% | +55.5% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling