+130.8%
SLB vs FDS
-17.4%
+148.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | +15.8% | +9.0% | +6.8% | +14.6% |
| 3M | -0.3% | +18.9% | -19.2% | -2.8% |
| 6M | +21.3% | +35.1% | -13.8% | +15.5% |
| YTD | +52.3% | +5.5% | +46.8% | +52.3% |
| 1Y | +63.6% | -16.8% | +80.4% | +73.4% |
| 3Y | +3.8% | -28.1% | +31.8% | +13.7% |
| All | +130.8% | -17.4% | +148.2% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling