-13.1%
SLB vs EMB
+36.5%
-49.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.8% |
| 7D | +3.5% | -0.9% | +4.4% | +4.8% |
| 30D | +6.5% | +0.4% | +6.2% | +5.9% |
| 3M | -0.2% | -3.1% | +2.9% | +4.1% |
| 6M | -5.7% | -2.1% | -3.7% | -3.2% |
| YTD | +36.8% | -1.1% | +37.9% | +38.8% |
| 1Y | +45.8% | -0.1% | +45.8% | +45.7% |
| 3Y | +3.4% | +29.6% | -26.2% | -28.0% |
| 5Y | +76.1% | +7.2% | +68.9% | +70.5% |
| All | -13.1% | +36.5% | -49.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling