+76.4%
SLB vs ELV
+5.9%
+70.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +6.5% | +0.4% | +6.1% | +6.3% |
| 3M | -0.2% | +8.4% | -8.6% | -1.7% |
| 6M | -5.7% | +8.4% | -14.1% | -7.5% |
| YTD | +36.8% | +24.4% | +12.5% | +29.9% |
| 1Y | +45.8% | +33.5% | +12.3% | +36.1% |
| 3Y | +3.4% | -2.1% | +5.4% | +1.2% |
| All | +76.4% | +5.9% | +70.4% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling