-5.9%
SLB vs EFV
+167.0%
-172.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -2.4% | -2.0% | -0.4% | +0.3% |
| 30D | +4.9% | -0.2% | +5.1% | +5.1% |
| 3M | +1.4% | +9.1% | -7.7% | -10.4% |
| 6M | +17.6% | +11.7% | +5.9% | +0.3% |
| YTD | +48.3% | +17.0% | +31.3% | +18.6% |
| 1Y | +58.7% | +26.7% | +32.0% | +13.5% |
| 3Y | +0.6% | +90.2% | -89.6% | -60.2% |
| 5Y | +133.6% | +96.1% | +37.5% | -11.5% |
| All | -5.9% | +167.0% | -172.9% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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