+35.2%
SLB vs XME
+169.9%
-134.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -1.7% |
| 7D | -7.1% | -4.5% | -2.6% | -4.3% |
| 30D | +4.1% | -10.9% | +15.0% | +11.9% |
| 3M | -2.6% | -15.3% | +12.6% | +7.6% |
| 6M | -8.6% | -24.6% | +16.1% | +7.7% |
| YTD | +32.2% | -9.6% | +41.8% | +35.6% |
| 1Y | +40.7% | +2.9% | +37.7% | +31.2% |
| 3Y | -4.5% | +86.9% | -91.4% | -42.9% |
| 5Y | +66.4% | +115.2% | -48.8% | -12.2% |
| 10Y | -15.1% | +305.7% | -320.8% | -70.9% |
| All | +35.2% | +169.9% | -134.7% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling