-3.1%
SLB vs FFIV
+216.0%
-219.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | +15.8% | -5.1% | +20.9% | +18.1% |
| 3M | -0.3% | -4.5% | +4.1% | +1.0% |
| 6M | +21.3% | +36.5% | -15.1% | +5.0% |
| YTD | +52.3% | +53.0% | -0.7% | +24.5% |
| 1Y | +63.6% | +24.2% | +39.4% | +45.0% |
| 3Y | +3.8% | +137.2% | -133.4% | -33.6% |
| 5Y | +128.6% | +91.8% | +36.9% | +54.6% |
| All | -3.1% | +216.0% | -219.2% | -53.2% |
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