+886.2%
TER vs SLB
-16.2%
+902.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -20.5% | -7.1% | -13.4% | -18.2% |
| 30D | -47.0% | +4.1% | -51.1% | -47.6% |
| 3M | -43.3% | -2.6% | -40.6% | -42.8% |
| 6M | -42.9% | -8.6% | -34.4% | -41.3% |
| YTD | +12.9% | +32.2% | -19.3% | +2.6% |
| 1Y | +18.2% | +40.7% | -22.5% | +5.0% |
| 3Y | +151.8% | -4.5% | +156.3% | +150.1% |
| 5Y | +54.2% | +66.4% | -12.1% | +22.4% |
| All | +886.2% | -16.2% | +902.4% | +703.6% |
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 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