+3.2%
SLB vs EXPE
+176.2%
-173.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +0.8% | -9.5% | +10.4% | +2.1% |
| 30D | +15.8% | -6.6% | +22.5% | +16.7% |
| 3M | -0.3% | +31.4% | -31.7% | -4.8% |
| 6M | +21.3% | +35.2% | -13.8% | +14.6% |
| YTD | +52.3% | +5.8% | +46.5% | +49.6% |
| 1Y | +63.6% | +38.7% | +24.9% | +50.2% |
| All | +3.2% | +176.2% | -173.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling