-4.5%
SLB vs FDS
-23.2%
+18.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.8% |
| 7D | -7.1% | -0.5% | -6.6% | -7.1% |
| 30D | +4.1% | +20.2% | -16.1% | +2.4% |
| 3M | -2.6% | +19.9% | -22.5% | -4.1% |
| 6M | -8.6% | +56.2% | -64.7% | -12.9% |
| YTD | +32.2% | +14.6% | +17.6% | +33.6% |
| 1Y | +40.7% | +31.6% | +9.1% | +36.7% |
| 3Y | -4.5% | -23.8% | +19.3% | +8.6% |
| All | -4.5% | -23.2% | +18.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling