-2.6%
SLB vs FERG
+352.7%
-355.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.0% |
| 30D | +7.8% | -15.1% | +22.9% | +11.2% |
| 3M | +2.7% | -4.8% | +7.5% | +3.4% |
| 6M | +22.2% | -2.5% | +24.6% | +22.3% |
| YTD | +51.1% | +1.8% | +49.3% | +50.2% |
| 1Y | +63.3% | -0.3% | +63.7% | +62.6% |
| 3Y | +2.4% | +52.9% | -50.5% | -5.5% |
| 5Y | +139.3% | +69.3% | +70.0% | +115.1% |
| 10Y | -2.6% | +352.7% | -355.3% | -15.8% |
| All | -2.6% | +352.7% | -355.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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