-17.1%
SLB vs ES
+85.7%
-102.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -7.1% | +1.9% | -9.0% | -7.5% |
| 30D | +4.1% | +7.1% | -3.0% | +2.5% |
| 3M | -2.6% | -1.9% | -0.7% | -2.4% |
| 6M | -8.6% | +4.4% | -12.9% | -9.8% |
| YTD | +32.2% | +7.3% | +24.9% | +29.4% |
| 1Y | +40.7% | +2.1% | +38.5% | +38.8% |
| 3Y | -4.5% | +41.8% | -46.4% | -13.7% |
| 5Y | +66.4% | +1.4% | +64.9% | +61.4% |
| All | -17.1% | +85.7% | -102.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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