+2.1%
SLB vs EWZ
+47.9%
-45.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.8% | +6.5% | -5.7% | -2.1% |
| 30D | +15.8% | +4.8% | +11.0% | +13.1% |
| 3M | -0.3% | +9.9% | -10.2% | -5.0% |
| 6M | +21.3% | +1.9% | +19.4% | +19.5% |
| YTD | +52.3% | +20.3% | +32.0% | +38.5% |
| 1Y | +63.6% | +35.6% | +28.0% | +40.0% |
| All | +2.1% | +47.9% | -45.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling