-14.2%
SLB vs EWJ
+127.4%
-141.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.2% |
| 7D | -1.2% | -1.9% | +0.7% | +0.5% |
| 30D | +4.5% | -5.3% | +9.8% | +10.0% |
| 3M | -4.6% | -4.3% | -0.3% | -0.9% |
| 6M | -6.3% | +0.4% | -6.6% | -8.4% |
| YTD | +35.0% | +14.7% | +20.2% | +13.5% |
| 1Y | +38.8% | +14.7% | +24.1% | +16.5% |
| 3Y | +3.3% | +66.2% | -62.9% | -45.4% |
| 5Y | +73.6% | +50.2% | +23.4% | +3.6% |
| 10Y | -14.2% | +127.1% | -141.3% | -63.9% |
| All | -14.2% | +127.4% | -141.6% | -63.9% |
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