+144.5%
SLB vs EXE
+191.4%
-46.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +15.8% | +8.5% | +7.4% | +11.4% |
| 3M | -0.3% | +5.5% | -5.8% | -3.1% |
| 6M | +21.3% | -5.9% | +27.2% | +24.1% |
| YTD | +52.3% | -9.7% | +62.0% | +57.4% |
| 1Y | +63.6% | +3.6% | +60.0% | +56.5% |
| 3Y | +3.8% | +18.0% | -14.3% | -10.3% |
| 5Y | +128.6% | +109.4% | +19.2% | +39.4% |
| All | +144.5% | +191.4% | -46.9% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling