+17.4%
SLB vs SE
+589.8%
-572.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | -6.1% | +6.9% | +1.5% |
| 30D | +15.8% | -2.5% | +18.3% | +15.9% |
| 3M | -0.3% | +21.7% | -22.1% | -2.9% |
| 6M | +21.3% | +27.0% | -5.7% | +17.2% |
| YTD | +52.3% | -12.1% | +64.4% | +52.9% |
| 1Y | +63.6% | -40.9% | +104.5% | +71.1% |
| 3Y | +3.8% | +191.0% | -187.2% | -10.4% |
| 5Y | +128.6% | -68.3% | +196.9% | +143.1% |
| All | +17.4% | +589.8% | -572.4% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling