+1.9%
SLB vs FDX
+73.6%
-71.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.5% |
| 30D | +4.5% | +10.4% | -5.9% | +0.9% |
| 3M | -4.6% | +0.5% | -5.0% | -5.1% |
| 6M | -6.3% | +6.5% | -12.7% | -9.2% |
| YTD | +35.0% | +40.2% | -5.3% | +16.7% |
| 1Y | +38.8% | +52.1% | -13.3% | +16.3% |
| All | +1.9% | +73.6% | -71.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling