-14.2%
SLB vs FE
+120.9%
-135.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +4.5% | +3.6% | +0.9% | +3.2% |
| 3M | -4.6% | +0.3% | -4.9% | -4.8% |
| 6M | -6.3% | +6.4% | -12.7% | -8.5% |
| YTD | +35.0% | +8.1% | +26.8% | +30.6% |
| 1Y | +38.8% | +4.6% | +34.2% | +35.7% |
| 3Y | +3.3% | +49.1% | -45.8% | -12.6% |
| 5Y | +73.6% | +46.1% | +27.5% | +46.7% |
| 10Y | -14.2% | +122.7% | -136.9% | -30.7% |
| All | -14.2% | +120.9% | -135.1% | -30.7% |
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