-2.6%
SLB vs XEL
+146.5%
-149.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.9% | +0.9% | -2.8% | -2.0% |
| 30D | +7.8% | -0.9% | +8.7% | +7.9% |
| 3M | +2.7% | -1.4% | +4.1% | +2.9% |
| 6M | +22.2% | -5.8% | +28.0% | +23.4% |
| YTD | +51.1% | +4.7% | +46.4% | +49.3% |
| 1Y | +63.3% | +9.1% | +54.3% | +59.7% |
| 3Y | +2.4% | +47.8% | -45.4% | -6.5% |
| 5Y | +139.3% | +29.0% | +110.3% | +123.5% |
| 10Y | -2.6% | +154.0% | -156.6% | -10.7% |
| All | -2.6% | +146.5% | -149.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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