+1,972.8%
STX vs SLB
-12.7%
+1,985.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | +14.6% | +3.5% | +11.1% | +13.6% |
| 30D | -26.0% | +6.5% | -32.5% | -27.0% |
| 3M | -42.6% | -0.2% | -42.4% | -42.6% |
| 6M | -35.3% | -5.7% | -29.5% | -34.7% |
| YTD | +92.5% | +36.8% | +55.6% | +75.1% |
| 1Y | +102.4% | +45.8% | +56.6% | +80.8% |
| 3Y | +673.8% | +3.4% | +670.5% | +643.2% |
| 5Y | +463.1% | +76.1% | +386.9% | +351.4% |
| All | +1,972.8% | -12.7% | +1,985.6% | +1,971.0% |
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