-3.1%
SLB vs ED
+101.3%
-104.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +15.8% | -0.1% | +16.0% | +15.8% |
| 3M | -0.3% | +3.9% | -4.3% | -0.9% |
| 6M | +21.3% | -3.0% | +24.4% | +21.6% |
| YTD | +52.3% | +10.7% | +41.6% | +50.0% |
| 1Y | +63.6% | +13.3% | +50.3% | +60.5% |
| 3Y | +3.8% | +34.5% | -30.7% | -1.8% |
| 5Y | +128.6% | +67.1% | +61.5% | +108.6% |
| All | -3.1% | +101.3% | -104.5% | -13.6% |
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