+127.8%
SLB vs EWZ
+359.3%
-231.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +4.5% | -25.5% | +30.0% | +19.1% |
| 3M | -4.6% | -4.5% | 0.0% | -4.6% |
| 6M | -6.3% | -15.3% | +9.0% | -0.7% |
| YTD | +35.0% | +3.1% | +31.9% | +29.1% |
| 1Y | +38.8% | +1.2% | +37.6% | +33.7% |
| 3Y | +3.3% | +19.3% | -16.0% | -9.6% |
| 5Y | +73.6% | +52.3% | +21.3% | +31.7% |
| 10Y | -14.2% | +67.0% | -81.2% | -42.1% |
| All | +127.8% | +359.3% | -231.6% | +18.7% |
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 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