-14.2%
SLB vs EIX
+34.4%
-48.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.2% | -2.5% | +1.4% | -0.3% |
| 30D | +4.5% | +7.7% | -3.2% | +1.9% |
| 3M | -4.6% | -12.9% | +8.3% | -2.6% |
| 6M | -6.3% | -12.7% | +6.4% | -5.0% |
| YTD | +35.0% | +5.5% | +29.5% | +26.1% |
| 1Y | +38.8% | +9.4% | +29.4% | +27.7% |
| 3Y | +3.3% | +9.7% | -6.4% | -8.3% |
| 5Y | +73.6% | +16.9% | +56.7% | +46.8% |
| 10Y | -14.2% | +34.3% | -48.5% | -31.8% |
| All | -14.2% | +34.4% | -48.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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