+455.5%
V vs SLB
-16.9%
+472.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +1.8% |
| 30D | +9.9% | +1.9% | +8.0% | +9.3% |
| 3M | +17.5% | -5.7% | +23.2% | +18.6% |
| 6M | +33.5% | -5.3% | +38.8% | +33.8% |
| YTD | +21.6% | +32.2% | -10.6% | +11.7% |
| 1Y | +27.6% | +38.5% | -10.9% | +15.8% |
| 3Y | +76.4% | +1.1% | +75.3% | +69.2% |
| 5Y | +103.8% | +70.3% | +33.6% | +61.8% |
| 10Y | +455.5% | -17.3% | +472.8% | +326.7% |
| All | +455.5% | -16.9% | +472.4% | +326.7% |
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