+16,011.1%
STX vs SLB
+314.8%
+15,696.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | +0.8% | +1.5% | +1.9% |
| 30D | +1.4% | +15.8% | -14.4% | -4.2% |
| 3M | -8.2% | -0.3% | -7.9% | -8.9% |
| 6M | +127.0% | +21.3% | +105.7% | +109.1% |
| YTD | +209.1% | +52.3% | +156.8% | +160.5% |
| 1Y | +365.4% | +63.6% | +301.8% | +280.9% |
| 3Y | +1,135.4% | +3.8% | +1,131.6% | +1,061.5% |
| 5Y | +991.5% | +128.6% | +862.9% | +610.0% |
| 10Y | +3,695.8% | -3.1% | +3,698.9% | +3,018.2% |
| All | +16,011.1% | +314.8% | +15,696.3% | +6,565.4% |
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 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