+38.8%
SLB vs EWJ
+15.1%
+23.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.3% |
| 30D | +4.5% | -5.3% | +9.8% | +7.0% |
| 3M | -4.6% | -4.3% | -0.3% | -2.7% |
| 6M | -6.3% | +0.4% | -6.6% | -7.2% |
| YTD | +35.0% | +14.7% | +20.2% | +19.8% |
| 1Y | +38.8% | +14.7% | +24.1% | +23.3% |
| All | +38.8% | +15.1% | +23.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling