-2.6%
SLB vs EME
+1,266.0%
-1,268.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +1.1% |
| 7D | -1.9% | +2.7% | -4.6% | -3.2% |
| 30D | +7.8% | -6.8% | +14.6% | +11.0% |
| 3M | +2.7% | -8.8% | +11.5% | +4.7% |
| 6M | +22.2% | +5.0% | +17.2% | +15.1% |
| YTD | +51.1% | +23.5% | +27.6% | +29.7% |
| 1Y | +63.3% | +21.3% | +42.0% | +37.6% |
| 3Y | +2.4% | +241.1% | -238.6% | -58.2% |
| 5Y | +139.3% | +549.2% | -409.8% | -39.5% |
| 10Y | -2.6% | +1,306.4% | -1,309.0% | -83.7% |
| All | -2.6% | +1,266.0% | -1,268.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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