-16.6%
SLB vs ESI
+323.5%
-340.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.4% |
| 7D | -3.7% | -3.5% | -0.2% | -2.4% |
| 30D | +2.9% | -9.3% | +12.2% | +7.0% |
| 3M | +0.2% | -12.8% | +13.0% | +5.3% |
| 6M | -4.4% | -24.6% | +20.2% | +5.2% |
| YTD | +33.4% | +32.7% | +0.7% | +9.5% |
| 1Y | +40.8% | +20.3% | +20.5% | +21.0% |
| 3Y | +3.2% | +80.2% | -77.0% | -30.3% |
| 5Y | +64.8% | +40.0% | +24.9% | +21.7% |
| 10Y | -16.6% | +310.8% | -327.3% | -65.4% |
| All | -16.6% | +323.5% | -340.0% | -65.4% |
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