+130.8%
SLB vs EWT
+153.4%
-22.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | +0.8% | +4.0% | -3.1% | -1.1% |
| 30D | +15.8% | +10.3% | +5.5% | +10.3% |
| 3M | -0.3% | +6.1% | -6.4% | -4.3% |
| 6M | +21.3% | +56.6% | -35.3% | -6.9% |
| YTD | +52.3% | +76.6% | -24.3% | +9.1% |
| 1Y | +63.6% | +97.9% | -34.3% | +9.7% |
| 3Y | +3.8% | +198.0% | -194.2% | -47.5% |
| All | +130.8% | +153.4% | -22.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling