+1,727.7%
STM vs SLB
+702.4%
+1,025.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.7% | -8.7% | -10.9% |
| 7D | -20.1% | -7.7% | -12.3% | -17.4% |
| 30D | -32.0% | -0.7% | -31.2% | -31.7% |
| 3M | -24.2% | 0.0% | -24.1% | -24.4% |
| 6M | -29.9% | -10.4% | -19.5% | -27.3% |
| YTD | +54.9% | +31.5% | +23.4% | +37.6% |
| 1Y | +68.0% | +39.1% | +28.9% | +45.8% |
| 3Y | -0.1% | -5.7% | +5.6% | -0.9% |
| 5Y | -17.9% | +65.4% | -83.3% | -39.1% |
| 10Y | +392.2% | -15.6% | +407.8% | +322.1% |
| All | +1,727.7% | +702.4% | +1,025.2% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling