-16.6%
SLB vs EXEL
+445.6%
-462.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.4% |
| 7D | -3.7% | +2.3% | -6.0% | -4.1% |
| 30D | +2.9% | +19.8% | -16.9% | -0.3% |
| 3M | +0.2% | +32.7% | -32.5% | -4.8% |
| 6M | -4.4% | +49.0% | -53.4% | -11.5% |
| YTD | +33.4% | +63.7% | -30.3% | +20.8% |
| 1Y | +40.8% | +75.8% | -35.0% | +25.6% |
| 3Y | +3.2% | +241.3% | -238.1% | -21.8% |
| 5Y | +64.8% | +289.0% | -224.2% | +18.6% |
| 10Y | -16.6% | +377.6% | -394.2% | -38.8% |
| All | -16.6% | +445.6% | -462.1% | -38.8% |
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