+818.8%
SLB vs EXC
+2,465.1%
-1,646.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.3% |
| 7D | -7.1% | -1.2% | -5.9% | -6.7% |
| 30D | +4.1% | +10.0% | -5.9% | +0.1% |
| 3M | -2.6% | +1.6% | -4.3% | -3.6% |
| 6M | -8.6% | +3.3% | -11.8% | -10.3% |
| YTD | +32.2% | +7.6% | +24.6% | +26.9% |
| 1Y | +40.7% | +3.5% | +37.2% | +36.9% |
| 3Y | -4.5% | +27.7% | -32.2% | -16.5% |
| 5Y | +66.4% | +41.1% | +25.2% | +37.6% |
| 10Y | -15.1% | +178.2% | -193.3% | -47.3% |
| All | +818.8% | +2,465.1% | -1,646.3% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling