+73.6%
SLB vs SE
-78.1%
+151.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.6% | -1.5% | +4.0% | +2.7% |
| 30D | +4.4% | -22.3% | +26.7% | +6.3% |
| 3M | -2.7% | -41.8% | +39.1% | +1.3% |
| 6M | -7.5% | -22.4% | +14.8% | -6.3% |
| YTD | +34.8% | -41.6% | +76.4% | +39.5% |
| 1Y | +44.6% | -48.0% | +92.6% | +50.8% |
| 3Y | +3.2% | +63.9% | -60.7% | -1.9% |
| 5Y | +73.6% | -78.2% | +151.7% | +71.6% |
| All | +73.6% | -78.1% | +151.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling