+73.6%
SLB vs EMB
+7.3%
+66.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +2.6% | -0.7% | +3.2% | +3.0% |
| 30D | +4.4% | +0.5% | +3.9% | +4.0% |
| 3M | -2.7% | -2.5% | -0.3% | -1.2% |
| 6M | -7.5% | -2.0% | -5.5% | -6.4% |
| YTD | +34.8% | -0.9% | +35.7% | +35.6% |
| 1Y | +44.6% | -0.3% | +44.9% | +44.9% |
| 3Y | +3.2% | +29.2% | -26.0% | -9.3% |
| 5Y | +73.6% | +7.4% | +66.1% | +55.9% |
| All | +73.6% | +7.3% | +66.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling