-84.0%
FIG vs SLB
+50.9%
-134.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.7% | -13.0% | -17.2% |
| 7D | -17.4% | -7.7% | -9.6% | -18.5% |
| 30D | -15.9% | -0.7% | -15.2% | -16.0% |
| 3M | -34.5% | 0.0% | -34.5% | -34.3% |
| 6M | -5.0% | -10.4% | +5.4% | -6.3% |
| YTD | -50.7% | +31.5% | -82.1% | -49.6% |
| 1Y | -58.1% | +39.1% | -97.2% | -56.7% |
| All | -84.0% | +50.9% | -134.9% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling