-17.3%
SLB vs XPO
+1,356.2%
-1,373.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | -1.5% | -2.7% | -3.9% |
| 30D | +1.9% | +2.6% | -0.6% | +0.9% |
| 3M | -5.7% | -6.1% | +0.4% | -4.3% |
| 6M | -5.3% | -8.0% | +2.6% | -3.8% |
| YTD | +32.2% | +38.5% | -6.3% | +17.5% |
| 1Y | +38.5% | +35.0% | +3.5% | +23.8% |
| 3Y | +1.1% | +126.5% | -125.3% | -27.0% |
| 5Y | +70.3% | +315.4% | -245.2% | -6.8% |
| 10Y | -17.3% | +1,272.1% | -1,289.4% | -65.5% |
| All | -17.3% | +1,356.2% | -1,373.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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