-55.8%
FIG vs SLB
+68.3%
-124.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.3% |
| 7D | -16.3% | +0.8% | -17.1% | -16.1% |
| 30D | -14.3% | +15.8% | -30.1% | -12.0% |
| 3M | +7.2% | -0.3% | +7.5% | +7.5% |
| 6M | -18.6% | +21.3% | -40.0% | -16.6% |
| YTD | -35.5% | +52.3% | -87.8% | -35.1% |
| 1Y | -55.8% | +63.6% | -119.4% | -57.0% |
| All | -55.8% | +68.3% | -124.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling