+62.5%
SLB vs EL
-66.1%
+128.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.2% |
| 7D | -7.1% | +0.8% | -7.9% | -7.2% |
| 30D | +4.1% | +16.5% | -12.4% | +1.4% |
| 3M | -2.6% | +29.2% | -31.8% | -7.1% |
| 6M | -8.6% | +27.9% | -36.5% | -13.0% |
| YTD | +32.2% | +6.2% | +26.0% | +29.3% |
| 1Y | +40.7% | +27.2% | +13.5% | +33.0% |
| 3Y | -4.5% | +3.2% | -7.7% | -11.7% |
| All | +62.5% | -66.1% | +128.7% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling