+8,757.3%
STX vs SLB
+258.1%
+8,499.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.7% | -12.5% | -14.9% |
| 7D | -33.4% | -7.7% | -25.6% | -31.2% |
| 30D | -42.1% | -0.7% | -41.4% | -41.9% |
| 3M | -44.3% | 0.0% | -44.2% | -44.5% |
| 6M | -39.4% | -10.4% | -29.0% | -37.6% |
| YTD | +70.0% | +31.5% | +38.5% | +50.9% |
| 1Y | +70.2% | +39.1% | +31.0% | +47.6% |
| 3Y | +585.2% | -5.7% | +590.9% | +569.1% |
| 5Y | +455.7% | +65.4% | +390.2% | +309.9% |
| 10Y | +2,007.9% | -15.6% | +2,023.4% | +1,720.5% |
| All | +8,757.3% | +258.1% | +8,499.3% | +3,762.6% |
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