+2.8%
SLB vs SE
+379.8%
-376.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | -3.7% | +3.3% | -7.0% | -4.0% |
| 30D | +2.9% | -18.2% | +21.1% | +5.0% |
| 3M | +0.2% | -31.3% | +31.5% | +3.9% |
| 6M | -4.4% | -10.1% | +5.7% | -4.3% |
| YTD | +33.4% | -38.9% | +72.3% | +38.9% |
| 1Y | +40.8% | -48.0% | +88.8% | +48.9% |
| 3Y | +3.2% | +78.8% | -75.6% | -6.2% |
| 5Y | +64.8% | -77.1% | +141.9% | +81.0% |
| All | +2.8% | +379.8% | -376.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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