+130.8%
SLB vs EMB
+7.4%
+123.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | -0.3% | +16.1% | +16.0% |
| 3M | -0.3% | -0.4% | +0.1% | -0.1% |
| 6M | +21.3% | +0.1% | +21.2% | +21.2% |
| YTD | +52.3% | +1.6% | +50.7% | +50.8% |
| 1Y | +63.6% | +5.6% | +58.0% | +58.2% |
| 3Y | +3.8% | +29.8% | -26.1% | -9.1% |
| All | +130.8% | +7.4% | +123.4% | +86.7% |
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