+100.1%
SLB vs EXPE
+727.6%
-627.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | -2.6% | -15.3% | +12.7% | +0.7% |
| 6M | -8.6% | +5.5% | -14.0% | -12.8% |
| YTD | +32.2% | -8.0% | +40.2% | +28.7% |
| 1Y | +40.7% | +18.9% | +21.8% | +25.2% |
| 3Y | -4.5% | +135.5% | -140.1% | -34.5% |
| 5Y | +66.4% | +44.3% | +22.1% | +24.4% |
| 10Y | -15.1% | +117.7% | -132.8% | -49.3% |
| All | +100.1% | +727.6% | -627.5% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling