-3.3%
SLB vs FE
+115.1%
-118.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | +15.8% | -1.2% | +17.0% | +16.1% |
| 3M | -0.3% | +3.5% | -3.8% | -1.7% |
| 6M | +21.3% | -6.1% | +27.4% | +23.4% |
| YTD | +52.3% | +7.6% | +44.7% | +47.8% |
| 1Y | +63.6% | +11.9% | +51.7% | +56.3% |
| 3Y | +3.8% | +48.4% | -44.7% | -11.9% |
| 5Y | +128.6% | +44.8% | +83.8% | +94.1% |
| All | -3.3% | +115.1% | -118.4% | -21.6% |
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