-14.4%
SLB vs FE
+123.7%
-138.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.6% | -0.3% | +2.8% | +2.7% |
| 30D | +4.4% | +3.9% | +0.5% | +3.0% |
| 3M | -2.7% | -0.1% | -2.6% | -2.8% |
| 6M | -7.5% | +6.1% | -13.6% | -9.7% |
| YTD | +34.8% | +8.1% | +26.8% | +30.5% |
| 1Y | +44.6% | +4.4% | +40.2% | +41.5% |
| 3Y | +3.2% | +49.0% | -45.8% | -12.6% |
| 5Y | +73.6% | +46.1% | +27.4% | +46.7% |
| All | -14.4% | +123.7% | -138.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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