+720.2%
SLB vs EME
+53,750.8%
-53,030.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | +11.3% | -8.8% | -1.5% |
| 30D | +4.4% | -14.6% | +18.9% | +9.9% |
| 3M | -2.7% | -20.4% | +17.7% | +4.6% |
| 6M | -7.5% | -28.3% | +20.7% | +1.7% |
| YTD | +34.8% | +8.6% | +26.3% | +26.0% |
| 1Y | +44.6% | +3.2% | +41.4% | +37.3% |
| 3Y | +3.2% | +216.8% | -213.6% | -39.7% |
| 5Y | +73.6% | +417.5% | -343.9% | -17.5% |
| 10Y | -14.3% | +922.2% | -936.5% | -68.0% |
| All | +720.2% | +53,750.8% | -53,030.7% | +69.4% |
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