+1,006.2%
TER vs SLB
-16.9%
+1,023.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | -8.9% | -4.3% | -4.6% | -7.2% |
| 30D | -39.1% | +1.9% | -41.0% | -39.3% |
| 3M | -32.8% | -5.7% | -27.0% | -31.3% |
| 6M | -31.7% | -5.3% | -26.4% | -30.7% |
| YTD | +26.9% | +32.2% | -5.2% | +15.5% |
| 1Y | +33.6% | +38.5% | -4.9% | +19.4% |
| 3Y | +181.5% | +1.1% | +180.4% | +175.1% |
| 5Y | +76.1% | +70.3% | +5.9% | +38.8% |
| 10Y | +1,006.2% | -17.3% | +1,023.5% | +802.5% |
| All | +1,006.2% | -16.9% | +1,023.1% | +802.5% |
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