+40.7%
SLB vs FFIV
+26.7%
+14.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -7.1% | -8.1% | +1.0% | -5.7% |
| 30D | +4.1% | -33.4% | +37.5% | +11.2% |
| 3M | -2.6% | -24.7% | +22.1% | +0.9% |
| 6M | -8.6% | -8.8% | +0.3% | -8.7% |
| YTD | +32.2% | +21.8% | +10.4% | +20.6% |
| 1Y | +40.7% | +25.3% | +15.4% | +27.8% |
| All | +40.7% | +26.7% | +14.0% | +27.8% |
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