+2,071.0%
STX vs SLB
-15.8%
+2,086.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.6% |
| 7D | -14.8% | -3.7% | -11.1% | -13.7% |
| 30D | -35.4% | +2.9% | -38.3% | -35.7% |
| 3M | -37.7% | +0.2% | -37.9% | -37.8% |
| 6M | -35.2% | -4.4% | -30.8% | -34.9% |
| YTD | +84.4% | +33.4% | +51.0% | +68.9% |
| 1Y | +82.3% | +40.8% | +41.5% | +64.3% |
| 3Y | +646.2% | +3.2% | +643.0% | +617.0% |
| 5Y | +487.4% | +64.8% | +422.6% | +379.4% |
| 10Y | +2,071.0% | -16.6% | +2,087.6% | +2,109.0% |
| All | +2,071.0% | -15.8% | +2,086.9% | +2,109.0% |
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