-17.1%
SLB vs EXPD
+304.0%
-321.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.6% |
| 7D | -7.1% | -7.2% | +0.1% | -3.9% |
| 30D | +4.1% | -3.3% | +7.4% | +5.6% |
| 3M | -2.6% | +3.4% | -6.0% | -4.4% |
| 6M | -8.6% | +22.7% | -31.2% | -17.5% |
| YTD | +32.2% | +24.5% | +7.7% | +16.3% |
| 1Y | +40.7% | +38.6% | +2.0% | +16.9% |
| 3Y | -4.5% | +71.5% | -76.0% | -30.8% |
| 5Y | +66.4% | +56.2% | +10.1% | +22.8% |
| All | -17.1% | +304.0% | -321.1% | -61.9% |
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