+130.8%
SLB vs EXPD
+61.6%
+69.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | -1.1% | +2.0% | +1.2% |
| 30D | +15.8% | +4.1% | +11.8% | +14.4% |
| 3M | -0.3% | +17.9% | -18.3% | -5.4% |
| 6M | +21.3% | +29.2% | -7.9% | +11.5% |
| YTD | +52.3% | +27.4% | +24.9% | +39.6% |
| 1Y | +63.6% | +56.8% | +6.8% | +38.5% |
| 3Y | +3.8% | +68.0% | -64.3% | -15.3% |
| All | +130.8% | +61.6% | +69.2% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling