+151.3%
SLB vs FE
+561.4%
-410.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +0.8% | +1.9% | -1.1% | 0.0% |
| 30D | +15.8% | -1.2% | +17.0% | +16.2% |
| 3M | -0.3% | +3.5% | -3.8% | -2.0% |
| 6M | +21.3% | -6.1% | +27.4% | +23.9% |
| YTD | +52.3% | +7.6% | +44.7% | +46.8% |
| 1Y | +63.6% | +11.9% | +51.7% | +54.8% |
| 3Y | +3.8% | +48.4% | -44.7% | -14.4% |
| 5Y | +128.6% | +44.8% | +83.8% | +88.4% |
| 10Y | -3.1% | +115.9% | -118.9% | -36.2% |
| All | +151.3% | +561.4% | -410.1% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling