+114.1%
EEM vs SLB
-16.9%
+131.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.9% | -4.3% | +3.4% | +0.1% |
| 30D | -9.3% | +1.9% | -11.3% | -9.8% |
| 3M | -7.1% | -5.7% | -1.3% | -6.1% |
| 6M | -10.4% | -5.3% | -5.0% | -9.9% |
| YTD | +11.3% | +32.2% | -20.9% | +3.4% |
| 1Y | +11.3% | +38.5% | -27.2% | +2.2% |
| 3Y | +69.6% | +1.1% | +68.5% | +64.2% |
| 5Y | +33.6% | +70.3% | -36.6% | +9.5% |
| 10Y | +114.1% | -17.3% | +131.4% | +91.9% |
| All | +114.1% | -16.9% | +131.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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