-4.8%
SLB vs EXEL
+380.2%
-384.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | +13.6% | +6.7% | +6.9% | +12.3% |
| 3M | +1.5% | +11.5% | -10.0% | -0.7% |
| 6M | +23.0% | +38.8% | -15.8% | +15.6% |
| YTD | +51.2% | +31.6% | +19.6% | +43.0% |
| 1Y | +63.5% | +53.0% | +10.5% | +49.7% |
| 3Y | +2.5% | +160.8% | -158.3% | -17.2% |
| 5Y | +139.2% | +190.1% | -50.9% | +85.8% |
| 10Y | -4.8% | +367.0% | -371.7% | -26.8% |
| All | -4.8% | +380.2% | -384.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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