+54.1%
T vs SLB
-15.8%
+70.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +1.7% | -3.7% | +5.4% | +2.3% |
| 30D | -1.7% | +2.9% | -4.6% | -2.4% |
| 3M | -7.3% | +0.2% | -7.5% | -7.8% |
| 6M | -11.2% | -4.4% | -6.8% | -11.1% |
| YTD | -8.1% | +33.4% | -41.5% | -13.5% |
| 1Y | -8.0% | +40.8% | -48.8% | -14.3% |
| 3Y | +62.1% | +3.2% | +58.9% | +56.9% |
| 5Y | +55.7% | +64.8% | -9.1% | +31.4% |
| 10Y | +54.1% | -16.6% | +70.7% | +30.1% |
| All | +54.1% | -15.8% | +70.0% | +30.1% |
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