-25.4%
SLB vs ESI
+195.2%
-220.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -4.3% | -6.6% | +2.3% | -2.1% |
| 30D | +1.9% | -9.8% | +11.8% | +5.3% |
| 3M | -5.7% | -11.9% | +6.2% | -2.3% |
| 6M | -5.3% | -25.1% | +19.7% | +2.3% |
| YTD | +32.2% | +31.9% | +0.3% | +15.3% |
| 1Y | +38.5% | +19.2% | +19.3% | +25.1% |
| 3Y | +1.1% | +76.2% | -75.0% | -22.0% |
| 5Y | +70.3% | +39.4% | +30.9% | +38.8% |
| 10Y | -17.3% | +304.9% | -322.2% | -53.0% |
| All | -25.4% | +195.2% | -220.6% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling