-5.8%
SLB vs FANG
+182.5%
-188.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | +2.9% | -5.4% | -4.2% |
| 30D | +7.1% | +2.6% | +4.5% | +5.2% |
| 3M | +0.6% | +7.6% | -6.9% | -4.4% |
| 6M | +17.6% | +17.3% | +0.3% | +4.7% |
| YTD | +48.5% | +38.7% | +9.8% | +18.8% |
| 1Y | +59.4% | +51.6% | +7.8% | +20.5% |
| 3Y | -0.4% | +50.0% | -50.3% | -25.6% |
| 5Y | +133.8% | +237.6% | -103.8% | +9.0% |
| All | -5.8% | +182.5% | -188.3% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling