+139.2%
SLB vs XME
+179.6%
-40.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +0.4% | +3.6% | -3.2% | -1.5% |
| 30D | +13.6% | +3.6% | +10.0% | +11.0% |
| 3M | +1.5% | +1.2% | +0.3% | -0.1% |
| 6M | +23.0% | +9.0% | +14.0% | +14.5% |
| YTD | +51.2% | +15.9% | +35.3% | +34.4% |
| 1Y | +63.5% | +43.2% | +20.3% | +24.4% |
| 3Y | +2.5% | +137.4% | -134.9% | -45.9% |
| 5Y | +139.2% | +185.0% | -45.9% | +6.5% |
| All | +139.2% | +179.6% | -40.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling