-2.6%
SLB vs EAT
+370.1%
-372.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | -1.9% | -6.8% | +4.9% | -0.2% |
| 30D | +7.8% | -5.4% | +13.2% | +8.8% |
| 3M | +2.7% | +42.8% | -40.1% | -7.3% |
| 6M | +22.2% | +56.5% | -34.4% | +6.4% |
| YTD | +51.1% | +50.0% | +1.1% | +32.4% |
| 1Y | +63.3% | +38.3% | +25.1% | +44.5% |
| 3Y | +2.4% | +591.6% | -589.2% | -46.2% |
| 5Y | +139.3% | +312.6% | -173.3% | +36.7% |
| 10Y | -2.6% | +381.4% | -384.0% | -57.8% |
| All | -2.6% | +370.1% | -372.7% | -57.8% |
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