+885.1%
EWY vs SLB
+111.9%
+773.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -10.2% | -4.3% | -6.0% | -8.6% |
| 30D | -21.5% | +1.9% | -23.4% | -22.0% |
| 3M | -14.7% | -5.7% | -9.0% | -12.9% |
| 6M | -26.8% | -5.3% | -21.5% | -26.0% |
| YTD | +43.2% | +32.2% | +11.0% | +27.7% |
| 1Y | +48.7% | +38.5% | +10.2% | +30.1% |
| 3Y | +147.9% | +1.1% | +146.8% | +136.2% |
| 5Y | +98.8% | +70.3% | +28.6% | +43.2% |
| 10Y | +216.5% | -17.3% | +233.8% | +166.8% |
| All | +885.1% | +111.9% | +773.2% | +443.7% |
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