+721.0%
SLB vs EME
+54,073.4%
-53,352.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.9% |
| 7D | -1.2% | +4.3% | -5.5% | -2.8% |
| 30D | +4.5% | -14.4% | +18.9% | +9.9% |
| 3M | -4.6% | -18.3% | +13.8% | +1.6% |
| 6M | -6.3% | -28.3% | +22.1% | +3.1% |
| YTD | +35.0% | +9.2% | +25.7% | +25.8% |
| 1Y | +38.8% | +4.3% | +34.5% | +31.3% |
| 3Y | +3.3% | +218.6% | -215.4% | -39.8% |
| 5Y | +73.6% | +421.0% | -347.4% | -17.7% |
| 10Y | -14.2% | +928.3% | -942.5% | -68.0% |
| All | +721.0% | +54,073.4% | -53,352.5% | +69.2% |
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