-14.3%
SLB vs EAT
+325.9%
-340.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.7% | +1.4% |
| 7D | -1.2% | -8.9% | +7.8% | +1.1% |
| 30D | +4.5% | +3.4% | +1.1% | +3.0% |
| 3M | -4.6% | -9.3% | +4.8% | -3.5% |
| 6M | -6.3% | +43.8% | -50.0% | -16.7% |
| YTD | +35.0% | +39.9% | -4.9% | +19.3% |
| 1Y | +38.8% | +89.7% | -50.9% | +12.2% |
| 3Y | +3.3% | +491.3% | -488.0% | -43.8% |
| 5Y | +73.6% | +365.4% | -291.8% | -6.1% |
| All | -14.3% | +325.9% | -340.2% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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