-13.1%
SLB vs EWT
+448.9%
-462.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.5% | +9.1% | -5.6% | -2.6% |
| 30D | +6.5% | -12.2% | +18.7% | +14.9% |
| 3M | -0.2% | -9.4% | +9.2% | +4.9% |
| 6M | -5.7% | +2.7% | -8.4% | -11.7% |
| YTD | +36.8% | +53.3% | -16.4% | -6.1% |
| 1Y | +45.8% | +59.2% | -13.4% | -2.9% |
| 3Y | +3.4% | +157.1% | -153.7% | -55.4% |
| 5Y | +76.1% | +119.6% | -43.5% | -13.8% |
| All | -13.1% | +448.9% | -462.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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