-17.1%
SLB vs EXPE
+115.0%
-132.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +2.0% |
| 7D | -7.1% | -9.3% | +2.2% | -5.0% |
| 30D | +4.1% | +0.1% | +3.9% | +2.8% |
| 3M | -2.6% | -15.3% | +12.7% | +0.7% |
| 6M | -8.6% | +5.5% | -14.0% | -13.0% |
| YTD | +32.2% | -8.0% | +40.2% | +28.6% |
| 1Y | +40.7% | +18.9% | +21.8% | +23.9% |
| 3Y | -4.5% | +135.5% | -140.1% | -37.5% |
| 5Y | +66.4% | +44.3% | +22.1% | +21.2% |
| All | -17.1% | +115.0% | -132.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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