-16.6%
SLB vs XME
+294.4%
-310.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -3.0% |
| 7D | -3.7% | +0.9% | -4.6% | -4.6% |
| 30D | +2.9% | -7.3% | +10.2% | +8.1% |
| 3M | +0.2% | -14.8% | +15.0% | +11.2% |
| 6M | -4.4% | -18.4% | +13.9% | +7.4% |
| YTD | +33.4% | -4.7% | +38.1% | +30.9% |
| 1Y | +40.8% | +5.7% | +35.1% | +26.7% |
| 3Y | +3.2% | +104.0% | -100.8% | -47.6% |
| 5Y | +64.8% | +122.4% | -57.6% | -26.3% |
| 10Y | -16.6% | +285.4% | -301.9% | -78.2% |
| All | -16.6% | +294.4% | -310.9% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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