+81.8%
SLB vs EFV
+248.5%
-166.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -4.3% | +2.1% | -6.4% | -6.7% |
| 30D | +1.9% | +3.1% | -1.1% | -1.7% |
| 3M | -5.7% | -1.3% | -4.4% | -4.6% |
| 6M | -5.3% | +6.0% | -11.4% | -11.7% |
| YTD | +32.2% | +15.8% | +16.3% | +11.4% |
| 1Y | +38.5% | +21.1% | +17.4% | +11.0% |
| 3Y | +1.1% | +91.0% | -89.9% | -51.7% |
| 5Y | +70.3% | +94.3% | -24.0% | -19.9% |
| 10Y | -17.3% | +160.4% | -177.7% | -68.7% |
| All | +81.8% | +248.5% | -166.7% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling