-4.5%
SLB vs FDX
+64.2%
-68.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -7.1% | -1.6% | -5.5% | -6.6% |
| 30D | +4.1% | +6.6% | -2.5% | +1.7% |
| 3M | -2.6% | -2.1% | -0.6% | -2.4% |
| 6M | -8.6% | +2.2% | -10.7% | -10.2% |
| YTD | +32.2% | +33.9% | -1.7% | +16.1% |
| 1Y | +40.7% | +50.2% | -9.6% | +18.0% |
| 3Y | -4.5% | +65.5% | -70.1% | -28.5% |
| All | -4.5% | +64.2% | -68.7% | -28.5% |
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