+38.8%
SLB vs ES
+1.2%
+37.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +4.5% | +6.7% | -2.2% | +4.2% |
| 3M | -4.6% | +0.3% | -4.9% | -4.5% |
| 6M | -6.3% | +7.4% | -13.7% | -7.3% |
| YTD | +35.0% | +8.4% | +26.6% | +32.4% |
| 1Y | +38.8% | +0.6% | +38.2% | +36.7% |
| All | +38.8% | +1.2% | +37.6% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling