-17.1%
SLB vs FE
+107.4%
-124.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +4.1% | +5.2% | -1.1% | +2.3% |
| 3M | -2.6% | 0.0% | -2.6% | -2.8% |
| 6M | -8.6% | +5.0% | -13.6% | -10.3% |
| YTD | +32.2% | +7.9% | +24.3% | +28.0% |
| 1Y | +40.7% | +6.3% | +34.3% | +36.7% |
| 3Y | -4.5% | +46.0% | -50.5% | -18.5% |
| 5Y | +66.4% | +45.6% | +20.7% | +40.8% |
| All | -17.1% | +107.4% | -124.5% | -33.5% |
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