+139.2%
SLB vs EFV
+96.3%
+42.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +0.4% | +1.0% | -0.5% | -0.7% |
| 30D | +13.6% | +0.2% | +13.4% | +13.3% |
| 3M | +1.5% | +9.6% | -8.1% | -8.5% |
| 6M | +23.0% | +14.0% | +9.0% | +6.1% |
| YTD | +51.2% | +18.5% | +32.8% | +25.2% |
| 1Y | +63.5% | +27.9% | +35.6% | +24.3% |
| 3Y | +2.5% | +92.4% | -89.9% | -51.1% |
| 5Y | +139.2% | +97.2% | +42.0% | +15.3% |
| All | +139.2% | +96.3% | +42.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling