-16.6%
SLB vs ED
+132.0%
-148.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +2.9% | +11.6% | -8.7% | +1.6% |
| 3M | +0.2% | +10.5% | -10.3% | -1.0% |
| 6M | -4.4% | +13.2% | -17.7% | -5.9% |
| YTD | +33.4% | +22.1% | +11.3% | +29.9% |
| 1Y | +40.8% | +24.2% | +16.6% | +36.7% |
| 3Y | +3.2% | +46.9% | -43.7% | -3.2% |
| 5Y | +64.8% | +80.8% | -16.0% | +49.2% |
| 10Y | -16.6% | +134.3% | -150.8% | -25.0% |
| All | -16.6% | +132.0% | -148.6% | -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