-5.1%
SLB vs FE
+44.7%
-49.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -7.7% | +0.6% | -8.3% | -7.8% |
| 30D | -0.7% | +6.4% | -7.1% | -1.0% |
| 3M | 0.0% | -0.5% | +0.4% | 0.0% |
| 6M | -10.4% | +4.7% | -15.2% | -10.6% |
| YTD | +31.5% | +8.4% | +23.1% | +30.5% |
| 1Y | +39.1% | +7.2% | +31.9% | +38.2% |
| All | -5.1% | +44.7% | -49.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling