+62.4%
EWY vs SLB
+45.4%
+17.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -8.3% | -4.1% | -4.2% | -6.9% |
| 30D | -20.5% | +2.5% | -23.1% | -21.3% |
| 3M | -11.1% | +2.0% | -13.1% | -11.9% |
| 6M | -7.0% | -6.3% | -0.7% | -3.3% |
| YTD | +56.5% | +36.5% | +19.9% | +43.1% |
| 1Y | +62.4% | +46.2% | +16.2% | +47.8% |
| All | +62.4% | +45.4% | +17.0% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling