+63.6%
SLB vs EFA
+23.1%
+40.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | +15.8% | +0.9% | +15.0% | +15.0% |
| 3M | -0.3% | +4.9% | -5.2% | -4.2% |
| 6M | +21.3% | +8.6% | +12.8% | +14.3% |
| YTD | +52.3% | +14.6% | +37.7% | +34.4% |
| 1Y | +63.6% | +22.6% | +41.0% | +37.7% |
| All | +63.6% | +23.1% | +40.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling