-13.1%
SLB vs EFX
+80.5%
-93.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +6.5% | +25.1% | -18.6% | -0.2% |
| 3M | -0.2% | +1.7% | -1.9% | -1.5% |
| 6M | -5.7% | +18.4% | -24.1% | -11.5% |
| YTD | +36.8% | -12.5% | +49.4% | +38.5% |
| 1Y | +45.8% | -8.1% | +53.9% | +45.3% |
| 3Y | +3.4% | +4.8% | -1.4% | -4.2% |
| 5Y | +76.1% | -30.1% | +106.3% | +82.6% |
| All | -13.1% | +80.5% | -93.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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