-3.3%
SLB vs EXPD
+315.7%
-319.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.8% | -1.1% | +2.0% | +1.4% |
| 30D | +15.8% | +4.1% | +11.8% | +13.5% |
| 3M | -0.3% | +17.9% | -18.3% | -8.1% |
| 6M | +21.3% | +29.2% | -7.9% | +6.3% |
| YTD | +52.3% | +27.4% | +24.9% | +32.8% |
| 1Y | +63.6% | +56.8% | +6.8% | +27.0% |
| 3Y | +3.8% | +68.0% | -64.3% | -23.8% |
| 5Y | +128.6% | +61.9% | +66.8% | +65.0% |
| All | -3.3% | +315.7% | -319.0% | -56.6% |
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