-17.3%
SLB vs EWZ
+55.9%
-73.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.2% |
| 7D | -4.3% | +1.3% | -5.6% | -4.9% |
| 30D | +1.9% | -26.2% | +28.1% | +17.4% |
| 3M | -5.7% | -8.6% | +2.9% | -3.9% |
| 6M | -5.3% | -17.0% | +11.7% | +1.4% |
| YTD | +32.2% | +2.2% | +30.0% | +26.0% |
| 1Y | +38.5% | +2.7% | +35.8% | +31.3% |
| 3Y | +1.1% | +18.2% | -17.1% | -12.6% |
| 5Y | +70.3% | +56.0% | +14.3% | +22.8% |
| 10Y | -17.3% | +60.8% | -78.1% | -40.1% |
| All | -17.3% | +55.9% | -73.2% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling