-4.5%
SLB vs ESI
+67.9%
-72.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | -0.1% |
| 7D | -7.1% | -8.5% | +1.4% | -4.4% |
| 30D | +4.1% | -15.7% | +19.7% | +9.8% |
| 3M | -2.6% | -18.2% | +15.6% | +3.3% |
| 6M | -8.6% | -28.8% | +20.3% | +0.4% |
| YTD | +32.2% | +26.3% | +5.9% | +12.5% |
| 1Y | +40.7% | +18.2% | +22.4% | +22.8% |
| 3Y | -4.5% | +68.1% | -72.6% | -32.4% |
| All | -4.5% | +67.9% | -72.5% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling