-16.6%
SLB vs EAT
+375.0%
-391.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -3.7% | -3.9% | +0.2% | -2.8% |
| 30D | +2.9% | +5.0% | -2.1% | +1.1% |
| 3M | +0.2% | -9.6% | +9.8% | +1.5% |
| 6M | -4.4% | +46.8% | -51.2% | -15.4% |
| YTD | +33.4% | +41.8% | -8.4% | +17.6% |
| 1Y | +40.8% | +98.3% | -57.5% | +12.5% |
| 3Y | +3.2% | +503.1% | -499.9% | -44.1% |
| 5Y | +64.8% | +356.7% | -291.9% | -10.1% |
| 10Y | -16.6% | +349.8% | -366.3% | -63.6% |
| All | -16.6% | +375.0% | -391.6% | -63.6% |
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