+1,236.8%
EWY vs SLB
+144.3%
+1,092.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | +11.7% | +15.8% | -4.2% | +5.3% |
| 3M | -7.4% | -0.3% | -7.1% | -8.0% |
| 6M | +40.6% | +21.3% | +19.2% | +29.6% |
| YTD | +94.3% | +52.3% | +42.0% | +64.4% |
| 1Y | +164.3% | +63.6% | +100.7% | +117.0% |
| 3Y | +221.0% | +3.8% | +217.2% | +202.1% |
| 5Y | +139.1% | +128.6% | +10.5% | +52.8% |
| 10Y | +298.8% | -3.1% | +301.9% | +216.2% |
| All | +1,236.8% | +144.3% | +1,092.6% | +599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling