+502.5%
SLB vs EL
+1,792.3%
-1,289.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | -0.1% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | +4.1% | +16.5% | -12.4% | -0.9% |
| 3M | -2.6% | +29.2% | -31.8% | -10.9% |
| 6M | -8.6% | +27.9% | -36.5% | -16.8% |
| YTD | +32.2% | +6.2% | +26.0% | +25.4% |
| 1Y | +40.7% | +27.2% | +13.5% | +25.7% |
| 3Y | -4.5% | +3.2% | -7.7% | -15.0% |
| 5Y | +66.4% | -66.0% | +132.4% | +105.5% |
| 10Y | -15.1% | +58.3% | -73.4% | -37.8% |
| All | +502.5% | +1,792.3% | -1,289.8% | +116.6% |
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