-2.6%
SLB vs ELV
+257.3%
-259.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.1% |
| 30D | +7.8% | -0.2% | +8.0% | +7.7% |
| 3M | +2.7% | -6.1% | +8.8% | +4.1% |
| 6M | +22.2% | +42.8% | -20.7% | +5.5% |
| YTD | +51.1% | +14.4% | +36.7% | +40.2% |
| 1Y | +63.3% | +28.6% | +34.7% | +43.9% |
| 3Y | +2.4% | -7.4% | +9.8% | -1.2% |
| 5Y | +139.3% | +14.5% | +124.9% | +102.1% |
| 10Y | -2.6% | +257.4% | -260.0% | -37.4% |
| All | -2.6% | +257.3% | -259.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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