-5.9%
SLB vs EWZ
+96.6%
-102.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.5% |
| 7D | -2.4% | +1.1% | -3.6% | -3.1% |
| 30D | +4.9% | +13.5% | -8.6% | -2.2% |
| 3M | +1.4% | +15.2% | -13.8% | -6.4% |
| 6M | +17.6% | +3.7% | +13.9% | +14.6% |
| YTD | +48.3% | +22.5% | +25.8% | +31.9% |
| 1Y | +58.7% | +35.3% | +23.4% | +33.3% |
| 3Y | +0.6% | +50.2% | -49.6% | -21.7% |
| 5Y | +133.6% | +64.6% | +69.0% | +68.4% |
| All | -5.9% | +96.6% | -102.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling