+449.7%
V vs SLB
-16.2%
+465.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +2.2% | -7.1% | +9.3% | +3.8% |
| 30D | +13.6% | +4.1% | +9.5% | +12.4% |
| 3M | +14.3% | -2.6% | +16.9% | +14.5% |
| 6M | +33.1% | -8.6% | +41.7% | +34.5% |
| YTD | +21.2% | +32.2% | -11.0% | +11.4% |
| 1Y | +26.4% | +40.7% | -14.2% | +14.3% |
| 3Y | +77.6% | -4.5% | +82.1% | +72.7% |
| 5Y | +102.6% | +66.4% | +36.2% | +61.9% |
| All | +449.7% | -16.2% | +465.9% | +322.5% |
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