-4.8%
SLB vs EWT
+493.5%
-498.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +0.4% | +1.6% | -1.2% | -0.7% |
| 30D | +13.6% | +8.2% | +5.4% | +7.4% |
| 3M | +1.5% | +11.1% | -9.6% | -7.6% |
| 6M | +23.0% | +60.4% | -37.4% | -15.8% |
| YTD | +51.2% | +75.6% | -24.4% | -3.5% |
| 1Y | +63.5% | +91.3% | -27.8% | -2.6% |
| 3Y | +2.5% | +200.3% | -197.8% | -59.3% |
| 5Y | +139.2% | +156.4% | -17.2% | +7.4% |
| 10Y | -4.8% | +495.8% | -500.6% | -78.5% |
| All | -4.8% | +493.5% | -498.3% | -78.5% |
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