-6.3%
SLB vs EWJ
+0.6%
-6.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +4.5% | -5.3% | +9.8% | +5.9% |
| 3M | -4.6% | -4.3% | -0.3% | -3.4% |
| 6M | -6.3% | +0.4% | -6.6% | -7.1% |
| All | -6.3% | +0.6% | -6.8% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling