-4.6%
STM vs SLB
+76.5%
-81.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +12.0% | +3.5% | +8.5% | +10.7% |
| 30D | -0.4% | +6.5% | -6.9% | -2.3% |
| 3M | -13.2% | -0.2% | -12.9% | -13.1% |
| 6M | -26.1% | -5.7% | -20.3% | -24.7% |
| YTD | +81.2% | +36.8% | +44.3% | +63.2% |
| 1Y | +98.3% | +45.8% | +52.5% | +75.0% |
| 3Y | +16.7% | +3.4% | +13.4% | +9.7% |
| All | -4.6% | +76.5% | -81.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling