-14.2%
SLB vs FERG
+440.7%
-454.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.7% |
| 7D | -1.2% | +6.4% | -7.6% | -2.5% |
| 30D | +4.5% | +19.9% | -15.4% | +0.6% |
| 3M | -4.6% | +5.6% | -10.1% | -5.8% |
| 6M | -6.3% | +9.2% | -15.5% | -8.4% |
| YTD | +35.0% | +20.6% | +14.3% | +29.5% |
| 1Y | +38.8% | +5.7% | +33.1% | +36.4% |
| 3Y | +3.3% | +73.6% | -70.3% | -7.6% |
| 5Y | +73.6% | +86.2% | -12.6% | +50.9% |
| 10Y | -14.2% | +440.7% | -454.9% | -30.2% |
| All | -14.2% | +440.7% | -454.9% | -30.2% |
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