-13.1%
SLB vs EFV
+163.3%
-176.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | +3.5% | +2.5% | +1.0% | -0.1% |
| 30D | +6.5% | +2.9% | +3.6% | +2.1% |
| 3M | -0.2% | -1.4% | +1.2% | +1.4% |
| 6M | -5.7% | +5.5% | -11.3% | -13.0% |
| YTD | +36.8% | +16.1% | +20.8% | +10.2% |
| 1Y | +45.8% | +20.3% | +25.5% | +11.7% |
| 3Y | +3.4% | +90.4% | -87.1% | -59.5% |
| 5Y | +76.1% | +93.5% | -17.3% | -32.7% |
| All | -13.1% | +163.3% | -176.4% | -72.2% |
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