+76.4%
SLB vs ESI
+36.5%
+39.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.5% | +5.5% | -2.0% | +1.6% |
| 30D | +6.5% | -7.8% | +14.3% | +9.0% |
| 3M | -0.2% | -15.0% | +14.8% | +4.5% |
| 6M | -5.7% | -24.9% | +19.2% | +1.6% |
| YTD | +36.8% | +33.2% | +3.6% | +17.2% |
| 1Y | +45.8% | +24.9% | +20.8% | +27.8% |
| 3Y | +3.4% | +77.8% | -74.4% | -22.3% |
| All | +76.4% | +36.5% | +39.9% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling