+3.2%
SLB vs EL
-31.7%
+34.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +15.8% | +19.8% | -4.0% | +12.5% |
| 3M | -0.3% | +25.7% | -26.1% | -4.1% |
| 6M | +21.3% | +5.4% | +15.9% | +19.8% |
| YTD | +52.3% | +0.2% | +52.1% | +51.2% |
| 1Y | +63.6% | +20.4% | +43.2% | +57.0% |
| All | +3.2% | -31.7% | +34.9% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling