-2.6%
SLB vs EFA
+141.5%
-144.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.3% |
| 30D | +7.8% | -1.3% | +9.1% | +9.6% |
| 3M | +2.7% | +5.2% | -2.5% | -4.3% |
| 6M | +22.2% | +9.4% | +12.8% | +7.8% |
| YTD | +51.1% | +12.7% | +38.4% | +28.2% |
| 1Y | +63.3% | +19.3% | +44.1% | +28.7% |
| 3Y | +2.4% | +66.3% | -63.9% | -48.9% |
| 5Y | +139.3% | +53.4% | +86.0% | +33.6% |
| 10Y | -2.6% | +144.4% | -147.1% | -66.5% |
| All | -2.6% | +141.5% | -144.1% | -66.5% |
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