-17.9%
STM vs SLB
+64.5%
-82.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.7% | -8.7% | -11.1% |
| 7D | -20.1% | -7.7% | -12.3% | -17.7% |
| 30D | -32.0% | -0.7% | -31.2% | -31.7% |
| 3M | -24.2% | 0.0% | -24.1% | -24.3% |
| 6M | -29.9% | -10.4% | -19.5% | -27.5% |
| YTD | +54.9% | +31.5% | +23.4% | +41.3% |
| 1Y | +68.0% | +39.1% | +28.9% | +50.3% |
| 3Y | -0.1% | -5.7% | +5.6% | -3.9% |
| 5Y | -17.9% | +65.4% | -83.3% | -31.4% |
| All | -17.9% | +64.5% | -82.4% | -31.4% |
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 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