+233.1%
SLB vs EFA
+375.7%
-142.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +3.5% | +2.2% | +1.3% | +1.0% |
| 30D | +6.5% | +1.4% | +5.1% | +4.8% |
| 3M | -0.2% | -4.2% | +3.9% | +4.2% |
| 6M | -5.7% | +1.9% | -7.6% | -8.1% |
| YTD | +36.8% | +10.2% | +26.6% | +22.3% |
| 1Y | +45.8% | +12.8% | +33.0% | +27.0% |
| 3Y | +3.4% | +65.2% | -61.8% | -40.5% |
| 5Y | +76.1% | +49.8% | +26.3% | +11.5% |
| 10Y | -13.0% | +145.2% | -158.2% | -64.1% |
| All | +233.1% | +375.7% | -142.6% | -26.7% |
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