-14.0%
SLB vs ESI
+224.6%
-238.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.8% |
| 7D | +0.8% | +3.3% | -2.5% | -0.3% |
| 30D | +15.8% | -5.9% | +21.7% | +18.0% |
| 3M | -0.3% | -14.1% | +13.7% | +3.5% |
| 6M | +21.3% | +6.6% | +14.8% | +15.6% |
| YTD | +52.3% | +45.0% | +7.3% | +29.4% |
| 1Y | +63.6% | +41.5% | +22.2% | +39.6% |
| 3Y | +3.8% | +78.8% | -75.0% | -20.1% |
| 5Y | +128.6% | +70.9% | +57.8% | +74.1% |
| 10Y | -3.1% | +317.1% | -320.1% | -45.9% |
| All | -14.0% | +224.6% | -238.6% | -45.6% |
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 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