+958.5%
SLB vs ES
+1,243.3%
-284.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +15.8% | -2.0% | +17.8% | +16.4% |
| 3M | -0.3% | +1.7% | -2.0% | -1.2% |
| 6M | +21.3% | -3.5% | +24.9% | +22.1% |
| YTD | +52.3% | +7.9% | +44.4% | +47.6% |
| 1Y | +63.6% | +17.2% | +46.4% | +53.3% |
| 3Y | +3.8% | +29.3% | -25.5% | -7.6% |
| 5Y | +128.6% | -5.7% | +134.4% | +123.4% |
| 10Y | -3.1% | +85.2% | -88.3% | -28.7% |
| All | +958.5% | +1,243.3% | -284.8% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling