-3.1%
SLB vs FDS
+87.3%
-90.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +15.8% | +9.0% | +6.8% | +12.5% |
| 3M | -0.3% | +18.9% | -19.2% | -6.8% |
| 6M | +21.3% | +35.1% | -13.8% | +6.7% |
| YTD | +52.3% | +5.5% | +46.8% | +46.1% |
| 1Y | +63.6% | -16.8% | +80.4% | +71.9% |
| 3Y | +3.8% | -28.1% | +31.8% | +14.5% |
| 5Y | +128.6% | -17.4% | +146.1% | +127.2% |
| All | -3.1% | +87.3% | -90.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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