-5.1%
SLB vs ES
+50.7%
-55.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.1% |
| 7D | -7.7% | +5.9% | -13.7% | -8.7% |
| 30D | -0.7% | +10.2% | -10.9% | -2.4% |
| 3M | 0.0% | +0.4% | -0.4% | -0.1% |
| 6M | -10.4% | +6.9% | -17.3% | -11.8% |
| YTD | +31.5% | +10.5% | +20.9% | +28.0% |
| 1Y | +39.1% | +3.2% | +35.9% | +37.0% |
| All | -5.1% | +50.7% | -55.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling