+123.1%
SLB vs EWZ
+352.8%
-229.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -7.1% | -1.5% | -5.6% | -6.4% |
| 30D | +4.1% | -24.5% | +28.6% | +17.8% |
| 3M | -2.6% | -10.7% | +8.1% | +0.6% |
| 6M | -8.6% | -19.1% | +10.5% | -0.9% |
| YTD | +32.2% | +1.6% | +30.6% | +27.4% |
| 1Y | +40.7% | +4.3% | +36.4% | +33.4% |
| 3Y | -4.5% | +19.0% | -23.5% | -16.3% |
| 5Y | +66.4% | +57.7% | +8.7% | +23.9% |
| 10Y | -15.1% | +51.3% | -66.4% | -40.1% |
| All | +123.1% | +352.8% | -229.7% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling