+38.5%
SLB vs EXPE
-2.5%
+41.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -4.3% | -11.2% | +6.9% | -4.4% |
| 30D | +1.9% | -7.5% | +9.4% | +2.0% |
| 3M | -5.7% | -19.1% | +13.4% | -6.2% |
| 6M | -5.3% | +10.7% | -16.1% | -4.5% |
| YTD | +32.2% | -9.9% | +42.1% | +34.0% |
| 1Y | +38.5% | -4.6% | +43.1% | +38.2% |
| All | +38.5% | -2.5% | +41.0% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling