-17.1%
SLB vs FDS
+135.4%
-152.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.7% |
| 7D | -7.1% | -0.5% | -6.6% | -7.1% |
| 30D | +4.1% | +20.2% | -16.1% | -2.1% |
| 3M | -2.6% | +19.9% | -22.5% | -8.9% |
| 6M | -8.6% | +56.2% | -64.7% | -23.4% |
| YTD | +32.2% | +14.6% | +17.6% | +22.7% |
| 1Y | +40.7% | +31.6% | +9.1% | +22.7% |
| 3Y | -4.5% | -23.8% | +19.3% | +3.4% |
| 5Y | +66.4% | -22.6% | +88.9% | +73.5% |
| All | -17.1% | +135.4% | -152.5% | -40.6% |
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