-57.0%
FIG vs SLB
+39.8%
-96.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.6% | +2.6% | 0.0% | +2.8% |
| 30D | -13.1% | +4.4% | -17.4% | -12.5% |
| 3M | -20.3% | -2.7% | -17.6% | -20.7% |
| 6M | -2.1% | -7.5% | +5.4% | -2.8% |
| YTD | -49.4% | +34.8% | -84.2% | -53.4% |
| 1Y | -57.0% | +44.6% | -101.6% | -62.0% |
| All | -57.0% | +39.8% | -96.8% | -62.0% |
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