-14.2%
SLB vs FFIV
+130.1%
-144.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.8% |
| 7D | -1.2% | -2.9% | +1.8% | 0.0% |
| 30D | +4.5% | -32.4% | +36.9% | +20.6% |
| 3M | -4.6% | -22.7% | +18.1% | +3.5% |
| 6M | -6.3% | -10.7% | +4.4% | -4.8% |
| YTD | +35.0% | +25.4% | +9.6% | +16.7% |
| 1Y | +38.8% | +34.2% | +4.6% | +16.3% |
| 3Y | +3.3% | +101.2% | -97.9% | -31.6% |
| 5Y | +73.6% | +42.0% | +31.7% | +31.9% |
| 10Y | -14.2% | +126.7% | -140.9% | -55.9% |
| All | -14.2% | +130.1% | -144.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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