+423.7%
SLB vs EWJ
+138.9%
+284.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +2.6% | +3.6% | -1.1% | +0.2% |
| 30D | +4.4% | -6.0% | +10.4% | +8.4% |
| 3M | -2.7% | -6.5% | +3.7% | +1.2% |
| 6M | -7.5% | -0.1% | -7.4% | -8.3% |
| YTD | +34.8% | +13.9% | +20.9% | +22.7% |
| 1Y | +44.6% | +13.1% | +31.5% | +32.1% |
| 3Y | +3.2% | +65.0% | -61.8% | -26.5% |
| 5Y | +73.6% | +47.0% | +26.6% | +32.7% |
| 10Y | -14.3% | +125.5% | -139.8% | -46.5% |
| All | +423.7% | +138.9% | +284.9% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling