+45.8%
SLB vs FFIV
+28.7%
+17.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.0% |
| 7D | +3.5% | -0.5% | +4.1% | +3.6% |
| 30D | +6.5% | -32.4% | +38.9% | +13.6% |
| 3M | -0.2% | -25.7% | +25.5% | +3.8% |
| 6M | -5.7% | -13.5% | +7.8% | -5.2% |
| YTD | +36.8% | +21.1% | +15.7% | +23.5% |
| 1Y | +45.8% | +29.4% | +16.4% | +28.4% |
| All | +45.8% | +28.7% | +17.1% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling