+40.7%
SLB vs EMB
-0.1%
+40.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.1% | -0.1% | -7.0% | -7.0% |
| 30D | +4.1% | +1.3% | +2.8% | +2.6% |
| 3M | -2.6% | -2.7% | +0.1% | +0.3% |
| 6M | -8.6% | -2.8% | -5.7% | -5.6% |
| YTD | +32.2% | -1.1% | +33.3% | +34.0% |
| 1Y | +40.7% | 0.0% | +40.7% | +41.0% |
| All | +40.7% | -0.1% | +40.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling