+8,652.1%
STX vs SLB
+260.1%
+8,392.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -28.5% | -7.1% | -21.4% | -26.3% |
| 30D | -42.9% | +4.1% | -47.0% | -43.7% |
| 3M | -45.9% | -2.6% | -43.3% | -45.6% |
| 6M | -41.3% | -8.6% | -32.7% | -40.0% |
| YTD | +67.9% | +32.2% | +35.7% | +48.8% |
| 1Y | +66.5% | +40.7% | +25.9% | +43.9% |
| 3Y | +588.0% | -4.5% | +592.5% | +568.7% |
| 5Y | +449.1% | +66.4% | +382.7% | +304.2% |
| 10Y | +1,982.8% | -15.1% | +1,997.9% | +1,695.1% |
| All | +8,652.1% | +260.1% | +8,392.1% | +3,708.9% |
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