+142.7%
SLB vs EXE
+192.2%
-49.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | +13.6% | +6.4% | +7.2% | +10.3% |
| 3M | +1.5% | +9.2% | -7.7% | -2.9% |
| 6M | +23.0% | -7.0% | +30.0% | +26.5% |
| YTD | +51.2% | -9.5% | +60.7% | +56.0% |
| 1Y | +63.5% | +6.2% | +57.3% | +54.4% |
| 3Y | +2.5% | +20.7% | -18.2% | -12.4% |
| 5Y | +139.2% | +103.6% | +35.5% | +48.5% |
| All | +142.7% | +192.2% | -49.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling