+826.5%
SLB vs EME
+61,143.5%
-60,317.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.5% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | +15.8% | -8.3% | +24.1% | +19.1% |
| 3M | -0.3% | -10.7% | +10.4% | +2.0% |
| 6M | +21.3% | +1.9% | +19.4% | +17.8% |
| YTD | +52.3% | +23.5% | +28.8% | +36.9% |
| 1Y | +63.6% | +18.0% | +45.6% | +47.2% |
| 3Y | +3.8% | +236.1% | -232.3% | -40.3% |
| 5Y | +128.6% | +527.9% | -399.2% | +2.0% |
| 10Y | -3.1% | +1,252.8% | -1,255.8% | -66.9% |
| All | +826.5% | +61,143.5% | -60,317.0% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling