+2.1%
SLB vs EWT
+202.3%
-200.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | +0.8% | +4.0% | -3.1% | -0.8% |
| 30D | +15.8% | +10.3% | +5.5% | +11.0% |
| 3M | -0.3% | +6.1% | -6.4% | -3.7% |
| 6M | +21.3% | +56.6% | -35.3% | -4.7% |
| YTD | +52.3% | +76.6% | -24.3% | +12.4% |
| 1Y | +63.6% | +97.9% | -34.3% | +13.8% |
| All | +2.1% | +202.3% | -200.2% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling