-17.3%
SLB vs EXPD
+329.8%
-347.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.3% | -7.4% | +3.1% | -0.9% |
| 30D | +1.9% | -2.1% | +4.0% | +2.8% |
| 3M | -5.7% | +5.7% | -11.4% | -8.4% |
| 6M | -5.3% | +21.4% | -26.7% | -14.2% |
| YTD | +32.2% | +27.6% | +4.5% | +14.9% |
| 1Y | +38.5% | +36.1% | +2.4% | +16.3% |
| 3Y | +1.1% | +69.9% | -68.7% | -26.3% |
| 5Y | +70.3% | +59.7% | +10.6% | +24.3% |
| 10Y | -17.3% | +323.0% | -340.3% | -62.8% |
| All | -17.3% | +329.8% | -347.1% | -62.8% |
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