+958.5%
SLB vs ECL
+13,009.7%
-12,051.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -2.6% | +3.4% | +2.1% |
| 30D | +15.8% | -2.2% | +18.0% | +16.9% |
| 3M | -0.3% | +10.1% | -10.5% | -5.4% |
| 6M | +21.3% | -5.7% | +27.1% | +23.8% |
| YTD | +52.3% | +7.0% | +45.3% | +46.1% |
| 1Y | +63.6% | +2.7% | +60.9% | +59.4% |
| 3Y | +3.8% | +57.7% | -54.0% | -19.8% |
| 5Y | +128.6% | +31.1% | +97.5% | +86.0% |
| 10Y | -3.1% | +150.9% | -153.9% | -41.4% |
| All | +958.5% | +13,009.7% | -12,051.2% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling