+116.9%
SLB vs FE
+566.1%
-449.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -7.7% | +0.6% | -8.3% | -8.0% |
| 30D | -0.7% | +6.4% | -7.1% | -3.3% |
| 3M | 0.0% | -0.5% | +0.4% | -0.1% |
| 6M | -10.4% | +4.7% | -15.2% | -12.5% |
| YTD | +31.5% | +8.4% | +23.1% | +26.2% |
| 1Y | +39.1% | +7.2% | +31.9% | +34.0% |
| 3Y | -5.7% | +44.9% | -50.6% | -21.4% |
| 5Y | +65.4% | +46.3% | +19.1% | +35.7% |
| 10Y | -15.6% | +110.3% | -125.8% | -43.7% |
| All | +116.9% | +566.1% | -449.2% | +23.5% |
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 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