-3.1%
SLB vs FDX
+185.1%
-188.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +0.8% | -2.5% | +3.4% | +1.9% |
| 30D | +15.8% | +3.8% | +12.0% | +13.6% |
| 3M | -0.3% | -1.3% | +1.0% | -0.3% |
| 6M | +21.3% | +5.0% | +16.3% | +16.9% |
| YTD | +52.3% | +39.6% | +12.7% | +28.2% |
| 1Y | +63.6% | +81.1% | -17.5% | +21.5% |
| 3Y | +3.8% | +63.0% | -59.3% | -22.5% |
| 5Y | +128.6% | +65.6% | +63.0% | +61.1% |
| All | -3.1% | +185.1% | -188.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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