+46.2%
SLB vs ECL
+23.8%
+22.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.8% |
| 7D | -4.1% | +7.7% | -11.8% | -5.7% |
| 30D | +2.5% | +13.7% | -11.1% | -0.8% |
| 3M | +2.0% | +11.6% | -9.5% | -0.9% |
| 6M | -6.3% | +23.9% | -30.3% | -12.3% |
| YTD | +36.5% | +21.0% | +15.6% | +30.6% |
| 1Y | +46.2% | +23.1% | +23.1% | +38.7% |
| All | +46.2% | +23.8% | +22.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling