+818.8%
SLB vs EMR
+4,298.0%
-3,479.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.7% |
| 7D | -7.1% | -1.6% | -5.5% | -6.2% |
| 30D | +4.1% | +2.0% | +2.1% | +2.7% |
| 3M | -2.6% | +3.8% | -6.5% | -5.3% |
| 6M | -8.6% | +10.5% | -19.1% | -15.3% |
| YTD | +32.2% | +23.7% | +8.5% | +12.6% |
| 1Y | +40.7% | +25.4% | +15.2% | +18.5% |
| 3Y | -4.5% | +86.6% | -91.1% | -39.1% |
| 5Y | +66.4% | +83.0% | -16.7% | +7.3% |
| 10Y | -15.1% | +319.5% | -334.6% | -64.4% |
| All | +818.8% | +4,298.0% | -3,479.2% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling