-79.1%
FIG vs SLB
+74.8%
-153.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.3% |
| 7D | -16.3% | +0.8% | -17.1% | -16.0% |
| 30D | -14.3% | +15.8% | -30.1% | -11.5% |
| 3M | +7.2% | -0.3% | +7.5% | +7.4% |
| 6M | -18.6% | +21.3% | -40.0% | -15.8% |
| YTD | -35.5% | +52.3% | -87.8% | -32.2% |
| 1Y | -55.8% | +63.6% | -119.4% | -53.9% |
| All | -79.1% | +74.8% | -153.9% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling