+73.6%
SLB vs EXC
+39.8%
+33.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | +4.4% | +7.8% | -3.4% | +3.0% |
| 3M | -2.7% | +1.9% | -4.6% | -3.1% |
| 6M | -7.5% | +3.4% | -10.9% | -8.3% |
| YTD | +34.8% | +7.6% | +27.2% | +32.2% |
| 1Y | +44.6% | +2.1% | +42.5% | +43.3% |
| 3Y | +3.2% | +29.6% | -26.4% | -5.1% |
| 5Y | +73.6% | +39.5% | +34.0% | +57.7% |
| All | +73.6% | +39.8% | +33.8% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling