+139.2%
SLB vs EWJ
+51.7%
+87.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.4% | +2.9% | -2.4% | -1.5% |
| 30D | +13.6% | +1.1% | +12.5% | +12.6% |
| 3M | +1.5% | +7.1% | -5.6% | -3.8% |
| 6M | +23.0% | +16.2% | +6.8% | +9.8% |
| YTD | +51.2% | +22.0% | +29.2% | +30.2% |
| 1Y | +63.5% | +26.2% | +37.3% | +37.1% |
| 3Y | +2.5% | +73.5% | -70.9% | -33.3% |
| 5Y | +139.2% | +52.7% | +86.5% | +71.2% |
| All | +139.2% | +51.7% | +87.5% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling