+38.5%
SLB vs EWZ
+3.0%
+35.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.6% |
| 7D | -4.3% | +1.3% | -5.6% | -4.6% |
| 30D | +1.9% | -26.2% | +28.1% | +10.1% |
| 3M | -5.7% | -8.6% | +2.9% | -6.9% |
| 6M | -5.3% | -17.0% | +11.7% | -2.3% |
| YTD | +32.2% | +2.2% | +30.0% | +23.6% |
| 1Y | +38.5% | +2.7% | +35.8% | +29.7% |
| All | +38.5% | +3.0% | +35.5% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling