+11.5%
SLB vs FERG
+1,548.3%
-1,536.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.6% |
| 7D | -3.7% | +7.3% | -11.0% | -4.7% |
| 30D | +2.9% | +18.1% | -15.2% | +0.4% |
| 3M | +0.2% | +1.6% | -1.4% | -0.2% |
| 6M | -4.4% | +8.5% | -13.0% | -5.8% |
| YTD | +33.4% | +18.6% | +14.9% | +30.0% |
| 1Y | +40.8% | +5.7% | +35.1% | +39.1% |
| 3Y | +3.2% | +74.0% | -70.8% | -4.2% |
| 5Y | +64.8% | +83.9% | -19.1% | +50.6% |
| 10Y | -16.6% | +494.6% | -511.1% | -27.4% |
| All | +11.5% | +1,548.3% | -1,536.8% | -6.5% |
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