-4.8%
SLB vs ESI
+307.6%
-312.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.4% | +5.4% | -5.0% | -1.9% |
| 30D | +13.6% | -4.2% | +17.8% | +15.4% |
| 3M | +1.5% | -9.6% | +11.1% | +3.9% |
| 6M | +23.0% | +18.3% | +4.7% | +9.5% |
| YTD | +51.2% | +45.8% | +5.4% | +20.8% |
| 1Y | +63.5% | +39.2% | +24.3% | +32.6% |
| 3Y | +2.5% | +86.3% | -83.8% | -30.4% |
| 5Y | +139.2% | +76.2% | +63.0% | +59.1% |
| 10Y | -4.8% | +306.8% | -311.5% | -59.7% |
| All | -4.8% | +307.6% | -312.4% | -59.7% |
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