+38.8%
SLB vs EXC
+2.8%
+36.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.2% | -1.4% | +0.2% | -1.4% |
| 30D | +4.5% | +8.3% | -3.8% | +5.5% |
| 3M | -4.6% | +2.6% | -7.2% | -4.3% |
| 6M | -6.3% | +5.2% | -11.4% | -5.3% |
| YTD | +35.0% | +7.5% | +27.4% | +37.1% |
| 1Y | +38.8% | +3.2% | +35.6% | +38.6% |
| All | +38.8% | +2.8% | +36.0% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling