-8.6%
SLB vs EXPE
+1.1%
-9.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +0.1% |
| 7D | -7.1% | -9.3% | +2.2% | -7.2% |
| 30D | +4.1% | +0.1% | +3.9% | +5.2% |
| 3M | -2.6% | -15.3% | +12.7% | -3.6% |
| 6M | -8.6% | +5.5% | -14.0% | -2.9% |
| All | -8.6% | +1.1% | -9.6% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling