-2.6%
SLB vs EFX
+38.5%
-41.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -1.9% | -9.4% | +7.5% | +0.7% |
| 30D | +7.8% | -6.9% | +14.7% | +9.6% |
| 3M | +2.7% | +0.1% | +2.6% | +1.6% |
| 6M | +22.2% | -17.3% | +39.5% | +26.9% |
| YTD | +51.1% | -21.8% | +72.9% | +58.5% |
| 1Y | +63.3% | -32.5% | +95.9% | +78.8% |
| 3Y | +2.4% | -12.3% | +14.8% | +0.3% |
| 5Y | +139.3% | -36.6% | +176.0% | +155.1% |
| 10Y | -2.6% | +41.0% | -43.6% | -24.7% |
| All | -2.6% | +38.5% | -41.1% | -24.7% |
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