+13.5%
SLB vs FANG
+1,373.6%
-1,360.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.4% | -1.7% | +2.2% | +1.4% |
| 30D | +13.6% | +6.8% | +6.8% | +9.5% |
| 3M | +1.5% | +1.3% | +0.2% | +0.1% |
| 6M | +23.0% | +11.8% | +11.2% | +13.8% |
| YTD | +51.2% | +35.1% | +16.1% | +25.6% |
| 1Y | +63.5% | +48.9% | +14.6% | +28.5% |
| 3Y | +2.5% | +42.8% | -40.3% | -18.6% |
| 5Y | +139.2% | +230.3% | -91.1% | +23.8% |
| 10Y | -4.8% | +167.0% | -171.8% | -56.6% |
| All | +13.5% | +1,373.6% | -1,360.1% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling