+76.4%
SLB vs FFIV
+35.3%
+41.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | +3.5% | -0.5% | +4.1% | +3.6% |
| 30D | +6.5% | -32.4% | +38.9% | +16.2% |
| 3M | -0.2% | -25.7% | +25.5% | +5.9% |
| 6M | -5.7% | -13.5% | +7.8% | -4.1% |
| YTD | +36.8% | +21.1% | +15.7% | +26.3% |
| 1Y | +45.8% | +29.4% | +16.4% | +32.1% |
| 3Y | +3.4% | +94.9% | -91.5% | -17.3% |
| All | +76.4% | +35.3% | +41.0% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling