+958.5%
SLB vs EXPD
+30,859.1%
-29,900.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | -1.1% | +2.0% | +1.1% |
| 30D | +15.8% | +4.1% | +11.8% | +14.5% |
| 3M | -0.3% | +17.9% | -18.3% | -5.0% |
| 6M | +21.3% | +29.2% | -7.9% | +12.4% |
| YTD | +52.3% | +27.4% | +24.9% | +40.9% |
| 1Y | +63.6% | +56.8% | +6.8% | +42.2% |
| 3Y | +3.8% | +68.0% | -64.3% | -11.9% |
| 5Y | +128.6% | +61.9% | +66.8% | +93.1% |
| 10Y | -3.1% | +316.0% | -319.1% | -35.6% |
| All | +958.5% | +30,859.1% | -29,900.6% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling