-83.6%
FIG vs SLB
+54.7%
-138.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.6% | +2.6% | 0.0% | +2.9% |
| 30D | -13.1% | +4.4% | -17.4% | -12.4% |
| 3M | -20.3% | -2.7% | -17.6% | -20.7% |
| 6M | -2.1% | -7.5% | +5.4% | -3.2% |
| YTD | -49.4% | +34.8% | -84.2% | -48.2% |
| 1Y | -57.0% | +44.6% | -101.6% | -55.2% |
| All | -83.6% | +54.7% | -138.3% | -82.7% |
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