+270.8%
SLB vs EFA
+394.8%
-124.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | +15.8% | +0.9% | +15.0% | +14.6% |
| 3M | -0.3% | +4.9% | -5.2% | -5.6% |
| 6M | +21.3% | +8.6% | +12.8% | +10.2% |
| YTD | +52.3% | +14.6% | +37.7% | +30.7% |
| 1Y | +63.6% | +22.6% | +41.0% | +30.5% |
| 3Y | +3.8% | +66.5% | -62.8% | -40.8% |
| 5Y | +128.6% | +54.5% | +74.1% | +40.5% |
| 10Y | -3.1% | +144.8% | -147.8% | -60.0% |
| All | +270.8% | +394.8% | -124.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling