+1,001.8%
TER vs SLB
-15.8%
+1,017.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +12.4% |
| 7D | -5.8% | -3.7% | -2.1% | -4.3% |
| 30D | -38.9% | +2.9% | -41.8% | -39.3% |
| 3M | -35.1% | +0.2% | -35.3% | -35.2% |
| 6M | -31.6% | -4.4% | -27.1% | -30.7% |
| YTD | +27.2% | +33.4% | -6.2% | +15.4% |
| 1Y | +35.2% | +40.8% | -5.6% | +20.2% |
| 3Y | +192.8% | +3.2% | +189.6% | +184.3% |
| 5Y | +72.4% | +64.8% | +7.6% | +37.4% |
| 10Y | +1,001.8% | -16.6% | +1,018.4% | +794.9% |
| All | +1,001.8% | -15.8% | +1,017.7% | +794.9% |
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 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