-17.1%
SLB vs ESI
+312.6%
-329.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | -0.3% |
| 7D | -7.1% | -8.5% | +1.4% | -3.5% |
| 30D | +4.1% | -15.7% | +19.7% | +11.8% |
| 3M | -2.6% | -18.2% | +15.6% | +5.4% |
| 6M | -8.6% | -28.8% | +20.3% | +3.3% |
| YTD | +32.2% | +26.3% | +5.9% | +11.1% |
| 1Y | +40.7% | +18.2% | +22.4% | +21.7% |
| 3Y | -4.5% | +68.1% | -72.6% | -33.3% |
| 5Y | +66.4% | +28.8% | +37.6% | +27.9% |
| All | -17.1% | +312.6% | -329.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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