+2.1%
SLB vs XME
+134.1%
-131.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | +15.8% | +6.0% | +9.8% | +12.4% |
| 3M | -0.3% | -7.7% | +7.4% | +3.1% |
| 6M | +21.3% | +1.0% | +20.4% | +19.1% |
| YTD | +52.3% | +14.6% | +37.7% | +38.9% |
| 1Y | +63.6% | +46.0% | +17.7% | +26.9% |
| All | +2.1% | +134.1% | -131.9% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling