+63.3%
SLB vs EFA
+19.4%
+44.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | +7.8% | -1.3% | +9.1% | +8.9% |
| 3M | +2.7% | +5.2% | -2.5% | -1.9% |
| 6M | +22.2% | +9.4% | +12.8% | +13.4% |
| YTD | +51.1% | +12.7% | +38.4% | +34.7% |
| 1Y | +63.3% | +19.3% | +44.1% | +38.2% |
| All | +63.3% | +19.4% | +44.0% | +38.2% |
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