+62.5%
SLB vs SE
-78.9%
+141.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | -7.1% | +2.0% | -9.1% | -7.3% |
| 30D | +4.1% | -20.0% | +24.1% | +5.8% |
| 3M | -2.6% | -31.8% | +29.1% | 0.0% |
| 6M | -8.6% | -15.9% | +7.3% | -8.0% |
| YTD | +32.2% | -40.6% | +72.8% | +36.6% |
| 1Y | +40.7% | -50.7% | +91.3% | +47.4% |
| 3Y | -4.5% | +70.3% | -74.8% | -9.5% |
| All | +62.5% | -78.9% | +141.4% | +59.0% |
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