+594.1%
SLB vs EL
+1,685.7%
-1,091.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.7% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +15.8% | +19.8% | -4.0% | +8.9% |
| 3M | -0.3% | +25.7% | -26.1% | -8.0% |
| 6M | +21.3% | +5.4% | +15.9% | +16.7% |
| YTD | +52.3% | +0.2% | +52.1% | +47.6% |
| 1Y | +63.6% | +20.4% | +43.2% | +48.4% |
| 3Y | +3.8% | -32.1% | +35.9% | +5.3% |
| 5Y | +128.6% | -67.2% | +195.8% | +185.6% |
| 10Y | -3.1% | +31.7% | -34.8% | -24.5% |
| All | +594.1% | +1,685.7% | -1,091.6% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling