-14.2%
SLB vs ED
+141.1%
-155.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | +4.5% | +11.2% | -6.7% | +3.2% |
| 3M | -4.6% | +11.8% | -16.4% | -5.8% |
| 6M | -6.3% | +14.1% | -20.3% | -7.8% |
| YTD | +35.0% | +23.0% | +12.0% | +31.3% |
| 1Y | +38.8% | +23.7% | +15.2% | +34.9% |
| 3Y | +3.3% | +47.7% | -44.5% | -3.2% |
| 5Y | +73.6% | +82.6% | -9.0% | +57.0% |
| 10Y | -14.2% | +141.8% | -156.0% | -22.0% |
| All | -14.2% | +141.1% | -155.3% | -22.0% |
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