+116.4%
SLB vs EXE
+161.3%
-44.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +2.6% | +2.9% | -0.3% | +1.2% |
| 30D | +4.4% | -4.9% | +9.3% | +6.9% |
| 3M | -2.7% | -8.3% | +5.5% | +1.1% |
| 6M | -7.5% | -7.8% | +0.3% | -4.5% |
| YTD | +34.8% | -19.0% | +53.9% | +46.4% |
| 1Y | +44.6% | -24.8% | +69.4% | +62.7% |
| 3Y | +3.2% | +20.8% | -17.6% | -12.7% |
| 5Y | +73.6% | +76.2% | -2.6% | +16.9% |
| All | +116.4% | +161.3% | -44.9% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling