+39.8%
SLB vs SE
-49.0%
+88.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.9% |
| 7D | -3.7% | +3.3% | -7.0% | -3.7% |
| 30D | +2.9% | -18.2% | +21.1% | +3.2% |
| 3M | +0.2% | -31.3% | +31.5% | +0.8% |
| 6M | -4.4% | -10.1% | +5.7% | -5.3% |
| YTD | +33.4% | -38.9% | +72.3% | +36.8% |
| All | +39.8% | -49.0% | +88.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling