-16.6%
SLB vs EXC
+176.1%
-192.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -3.7% | -1.7% | -2.0% | -3.0% |
| 30D | +2.9% | +9.3% | -6.4% | -1.1% |
| 3M | +0.2% | +1.0% | -0.8% | -0.6% |
| 6M | -4.4% | +5.9% | -10.4% | -7.4% |
| YTD | +33.4% | +7.6% | +25.8% | +27.5% |
| 1Y | +40.8% | +2.4% | +38.4% | +37.3% |
| 3Y | +3.2% | +30.2% | -27.1% | -12.7% |
| 5Y | +64.8% | +41.4% | +23.4% | +30.2% |
| 10Y | -16.6% | +183.8% | -200.3% | -47.4% |
| All | -16.6% | +176.1% | -192.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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