-2.6%
SLB vs EWJ
+138.2%
-140.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.9% |
| 7D | -1.9% | +1.0% | -2.9% | -2.9% |
| 30D | +7.8% | +1.0% | +6.8% | +6.5% |
| 3M | +2.7% | +7.2% | -4.6% | -5.7% |
| 6M | +22.2% | +13.9% | +8.3% | +4.8% |
| YTD | +51.1% | +20.8% | +30.3% | +21.3% |
| 1Y | +63.3% | +26.4% | +37.0% | +24.5% |
| 3Y | +2.4% | +71.8% | -69.3% | -47.1% |
| 5Y | +139.3% | +49.9% | +89.5% | +47.6% |
| 10Y | -2.6% | +140.0% | -142.6% | -62.3% |
| All | -2.6% | +138.2% | -140.9% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling