+2.5%
SLB vs EME
+249.1%
-246.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | +0.4% | +5.2% | -4.7% | -0.5% |
| 30D | +13.6% | -5.4% | +18.9% | +14.6% |
| 3M | +1.5% | -6.1% | +7.6% | +2.1% |
| 6M | +23.0% | +9.7% | +13.4% | +19.6% |
| YTD | +51.2% | +26.6% | +24.6% | +42.1% |
| 1Y | +63.5% | +24.6% | +38.9% | +52.3% |
| 3Y | +2.5% | +249.6% | -247.1% | -20.5% |
| All | +2.5% | +249.1% | -246.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling