+27.3%
SLB vs FERG
+1,348.4%
-1,321.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | +15.8% | -10.2% | +26.0% | +17.5% |
| 3M | -0.3% | -0.6% | +0.2% | -0.5% |
| 6M | +21.3% | -6.5% | +27.9% | +22.2% |
| YTD | +52.3% | +4.2% | +48.1% | +51.2% |
| 1Y | +63.6% | -2.3% | +65.9% | +63.5% |
| 3Y | +3.8% | +48.5% | -44.7% | -1.6% |
| 5Y | +128.6% | +72.0% | +56.6% | +112.3% |
| 10Y | -3.1% | +369.9% | -373.0% | -13.7% |
| All | +27.3% | +1,348.4% | -1,321.1% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling