+444.2%
V vs SLB
-15.8%
+460.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | 0.0% |
| 30D | +9.5% | +2.9% | +6.6% | +8.6% |
| 3M | +16.7% | +0.2% | +16.5% | +16.1% |
| 6M | +32.9% | -4.4% | +37.4% | +33.0% |
| YTD | +21.1% | +33.4% | -12.3% | +11.1% |
| 1Y | +26.6% | +40.8% | -14.1% | +14.5% |
| 3Y | +78.4% | +3.2% | +75.2% | +70.2% |
| 5Y | +105.5% | +64.8% | +40.7% | +64.7% |
| 10Y | +444.2% | -16.6% | +460.8% | +316.7% |
| All | +444.2% | -15.8% | +460.1% | +316.7% |
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