+145.0%
SLB vs EXEL
+340.0%
-195.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -7.1% | +0.3% | -7.4% | -7.1% |
| 30D | +4.1% | +19.0% | -15.0% | +1.8% |
| 3M | -2.6% | +33.3% | -35.9% | -6.3% |
| 6M | -8.6% | +42.9% | -51.4% | -13.0% |
| YTD | +32.2% | +58.7% | -26.5% | +23.7% |
| 1Y | +40.7% | +70.5% | -29.9% | +30.3% |
| 3Y | -4.5% | +233.8% | -238.4% | -20.3% |
| 5Y | +66.4% | +259.3% | -193.0% | +35.9% |
| 10Y | -15.1% | +484.1% | -499.2% | -37.5% |
| All | +145.0% | +340.0% | -195.0% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling