+1.1%
SLB vs FFIV
+102.8%
-101.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.3% | -4.2% | -0.1% | -3.3% |
| 30D | +1.9% | -33.9% | +35.8% | +11.8% |
| 3M | -5.7% | -22.6% | +16.9% | -1.2% |
| 6M | -5.3% | -10.4% | +5.0% | -4.9% |
| YTD | +32.2% | +24.3% | +7.8% | +19.9% |
| 1Y | +38.5% | +31.8% | +6.7% | +23.4% |
| 3Y | +1.1% | +99.5% | -98.4% | -26.7% |
| All | +1.1% | +102.8% | -101.7% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling