+148.1%
EWY vs SLB
+128.1%
+20.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +14.3% | +13.6% | +0.8% | +11.0% |
| 3M | +2.3% | +1.5% | +0.8% | +1.6% |
| 6M | +49.9% | +23.0% | +26.8% | +42.7% |
| YTD | +95.3% | +51.2% | +44.1% | +78.7% |
| 1Y | +161.7% | +63.5% | +98.2% | +135.4% |
| 3Y | +230.2% | +2.5% | +227.7% | +216.8% |
| 5Y | +148.1% | +139.2% | +8.9% | +95.2% |
| All | +148.1% | +128.1% | +20.1% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling