+1.1%
SLB vs EXC
+29.1%
-28.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +1.9% | +9.0% | -7.1% | +2.3% |
| 3M | -5.7% | +3.3% | -9.0% | -5.6% |
| 6M | -5.3% | +5.7% | -11.0% | -5.1% |
| YTD | +32.2% | +7.3% | +24.8% | +32.3% |
| 1Y | +38.5% | +2.9% | +35.6% | +38.6% |
| 3Y | +1.1% | +29.3% | -28.2% | -4.0% |
| All | +1.1% | +29.1% | -28.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling