-13.1%
SLB vs FERG
+424.2%
-437.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +3.5% | +9.7% | -6.2% | +1.5% |
| 30D | +6.5% | +15.0% | -8.5% | +3.4% |
| 3M | -0.2% | +3.8% | -4.0% | -1.2% |
| 6M | -5.7% | +10.6% | -16.3% | -8.1% |
| YTD | +36.8% | +17.0% | +19.9% | +32.1% |
| 1Y | +45.8% | +7.1% | +38.7% | +42.9% |
| 3Y | +3.4% | +67.7% | -64.4% | -7.0% |
| 5Y | +76.1% | +76.4% | -0.3% | +54.2% |
| All | -13.1% | +424.2% | -437.3% | -28.7% |
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