+130.8%
SLB vs EMR
+60.6%
+70.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.9% |
| 7D | +0.8% | -1.5% | +2.4% | +1.7% |
| 30D | +15.8% | -5.6% | +21.4% | +19.6% |
| 3M | -0.3% | +7.9% | -8.3% | -5.9% |
| 6M | +21.3% | +6.0% | +15.3% | +14.8% |
| YTD | +52.3% | +16.4% | +35.9% | +34.6% |
| 1Y | +63.6% | +16.6% | +47.0% | +43.2% |
| 3Y | +3.8% | +62.9% | -59.1% | -30.3% |
| All | +130.8% | +60.6% | +70.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 5y: compounded portfolio wealth divided by compounded EMR 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…
5y analysis · Full analysis span regression · 6 months rolling