-17.1%
SLB vs ECL
+199.1%
-216.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.5% |
| 7D | -7.1% | -0.8% | -6.3% | -6.8% |
| 30D | +4.1% | +8.1% | -4.0% | -0.4% |
| 3M | -2.6% | +6.4% | -9.0% | -6.1% |
| 6M | -8.6% | +14.8% | -23.3% | -15.9% |
| YTD | +32.2% | +15.5% | +16.7% | +20.8% |
| 1Y | +40.7% | +20.1% | +20.5% | +25.5% |
| 3Y | -4.5% | +77.8% | -82.3% | -34.0% |
| 5Y | +66.4% | +37.9% | +28.5% | +32.1% |
| All | -17.1% | +199.1% | -216.3% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling