+483.8%
STX vs SLB
+64.2%
+419.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -17.3% | -4.3% | -13.0% | -16.2% |
| 30D | -35.9% | +1.9% | -37.9% | -36.1% |
| 3M | -37.3% | -5.7% | -31.6% | -36.5% |
| 6M | -35.8% | -5.3% | -30.5% | -35.3% |
| YTD | +82.7% | +32.2% | +50.6% | +68.7% |
| 1Y | +71.6% | +38.5% | +33.1% | +56.3% |
| 3Y | +635.3% | +1.1% | +634.1% | +603.7% |
| 5Y | +483.8% | +70.3% | +413.5% | +395.7% |
| All | +483.8% | +64.2% | +419.6% | +395.7% |
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