-83.7%
FIG vs SLB
+51.7%
-135.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.1% |
| 7D | -13.1% | -7.1% | -6.0% | -14.2% |
| 30D | -13.0% | +4.1% | -17.1% | -12.3% |
| 3M | -21.5% | -2.6% | -18.9% | -21.9% |
| 6M | -2.5% | -8.6% | +6.1% | -3.5% |
| YTD | -49.7% | +32.2% | -81.9% | -48.6% |
| 1Y | -59.1% | +40.7% | -99.7% | -57.6% |
| All | -83.7% | +51.7% | -135.4% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling