+818.8%
SLB vs ECL
+14,051.7%
-13,232.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.4% |
| 7D | -7.1% | -0.8% | -6.3% | -6.8% |
| 30D | +4.1% | +8.1% | -4.0% | 0.0% |
| 3M | -2.6% | +6.4% | -9.0% | -5.8% |
| 6M | -8.6% | +14.8% | -23.3% | -15.2% |
| YTD | +32.2% | +15.5% | +16.7% | +22.0% |
| 1Y | +40.7% | +20.1% | +20.5% | +27.1% |
| 3Y | -4.5% | +77.8% | -82.3% | -30.3% |
| 5Y | +66.4% | +37.9% | +28.5% | +32.3% |
| 10Y | -15.1% | +202.7% | -217.7% | -53.2% |
| All | +818.8% | +14,051.7% | -13,232.9% | +98.0% |
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