+155.0%
EWY vs SLB
+2.4%
+152.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | -6.3% | -3.7% | -2.6% | -5.0% |
| 30D | -19.8% | +2.9% | -22.7% | -20.4% |
| 3M | -14.4% | +0.2% | -14.7% | -14.5% |
| 6M | -25.3% | -4.4% | -20.9% | -24.3% |
| YTD | +46.2% | +33.4% | +12.7% | +35.3% |
| 1Y | +58.3% | +40.8% | +17.5% | +44.3% |
| 3Y | +155.0% | +3.2% | +151.8% | +139.2% |
| All | +155.0% | +2.4% | +152.5% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling