+818.8%
SLB vs EIX
+1,158.5%
-339.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.3% |
| 7D | -7.1% | +1.0% | -8.1% | -7.4% |
| 30D | +4.1% | +9.1% | -5.0% | +1.5% |
| 3M | -2.6% | -10.2% | +7.6% | -1.9% |
| 6M | -8.6% | -11.2% | +2.7% | -7.9% |
| YTD | +32.2% | +4.5% | +27.7% | +26.5% |
| 1Y | +40.7% | +10.9% | +29.8% | +32.2% |
| 3Y | -4.5% | +8.4% | -12.9% | -11.3% |
| 5Y | +66.4% | +18.0% | +48.4% | +49.2% |
| 10Y | -15.1% | +30.3% | -45.4% | -27.5% |
| All | +818.8% | +1,158.5% | -339.7% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling