-3.1%
SLB vs EXC
+152.8%
-156.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +15.8% | -3.7% | +19.6% | +17.5% |
| 3M | -0.3% | -1.3% | +0.9% | -0.3% |
| 6M | +21.3% | -9.7% | +31.0% | +25.9% |
| YTD | +52.3% | +2.9% | +49.4% | +48.7% |
| 1Y | +63.6% | +4.4% | +59.2% | +58.0% |
| 3Y | +3.8% | +22.2% | -18.4% | -9.5% |
| 5Y | +128.6% | +46.7% | +81.9% | +76.2% |
| All | -3.1% | +152.8% | -156.0% | -38.4% |
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