-14.2%
SLB vs EFA
+145.9%
-160.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | -1.2% | -1.0% | -0.2% | 0.0% |
| 30D | +4.5% | +1.6% | +2.9% | +2.2% |
| 3M | -4.6% | -3.2% | -1.4% | -0.9% |
| 6M | -6.3% | +2.5% | -8.7% | -9.8% |
| YTD | +35.0% | +10.7% | +24.2% | +16.9% |
| 1Y | +38.8% | +12.8% | +26.0% | +17.2% |
| 3Y | +3.3% | +66.4% | -63.1% | -48.7% |
| 5Y | +73.6% | +51.4% | +22.3% | -2.1% |
| 10Y | -14.2% | +146.3% | -160.5% | -68.4% |
| All | -14.2% | +145.9% | -160.1% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling