+46.2%
SLB vs EL
+25.6%
+20.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.6% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | +2.5% | +20.1% | -17.5% | +0.8% |
| 3M | +2.0% | +29.3% | -27.3% | -0.6% |
| 6M | -6.3% | +38.8% | -45.1% | -9.9% |
| YTD | +36.5% | +8.1% | +28.4% | +37.8% |
| 1Y | +46.2% | +22.3% | +23.9% | +45.7% |
| All | +46.2% | +25.6% | +20.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling