-13.1%
SLB vs EXPD
+335.0%
-348.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.5% | +5.5% | -2.0% | +0.9% |
| 30D | +6.5% | -0.8% | +7.3% | +6.8% |
| 3M | -0.2% | +4.1% | -4.4% | -2.3% |
| 6M | -5.7% | +25.7% | -31.4% | -15.9% |
| YTD | +36.8% | +31.4% | +5.4% | +17.3% |
| 1Y | +45.8% | +42.2% | +3.6% | +19.9% |
| 3Y | +3.4% | +77.2% | -73.8% | -26.2% |
| 5Y | +76.1% | +61.0% | +15.1% | +28.7% |
| All | -13.1% | +335.0% | -348.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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