-16.6%
SLB vs EL
+63.1%
-79.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -3.7% | +8.0% | -11.7% | -5.8% |
| 30D | +2.9% | +15.4% | -12.5% | -1.4% |
| 3M | +0.2% | +28.5% | -28.3% | -7.6% |
| 6M | -4.4% | +32.2% | -36.7% | -13.4% |
| YTD | +33.4% | +9.2% | +24.2% | +26.3% |
| 1Y | +40.8% | +30.8% | +10.0% | +25.6% |
| 3Y | +3.2% | +3.7% | -0.5% | -8.2% |
| 5Y | +64.8% | -64.8% | +129.6% | +121.6% |
| 10Y | -16.6% | +60.0% | -76.6% | -35.7% |
| All | -16.6% | +63.1% | -79.6% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling