-17.3%
SLB vs ED
+136.7%
-154.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | -4.3% | +2.1% | -6.4% | -4.5% |
| 30D | +1.9% | +12.4% | -10.5% | +0.5% |
| 3M | -5.7% | +13.1% | -18.8% | -7.1% |
| 6M | -5.3% | +14.1% | -19.4% | -6.9% |
| YTD | +32.2% | +23.1% | +9.1% | +28.6% |
| 1Y | +38.5% | +25.4% | +13.1% | +34.3% |
| 3Y | +1.1% | +47.9% | -46.7% | -5.2% |
| 5Y | +70.3% | +81.9% | -11.6% | +54.0% |
| 10Y | -17.3% | +141.3% | -158.5% | -25.0% |
| All | -17.3% | +136.7% | -154.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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