+63.6%
SLB vs FGI
+81.8%
-18.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +15.8% | +65.4% | -49.6% | +14.5% |
| 3M | -0.3% | +23.5% | -23.8% | -1.1% |
| 6M | +21.3% | +60.5% | -39.2% | +18.8% |
| YTD | +52.3% | +30.0% | +22.3% | +49.6% |
| 1Y | +63.6% | +82.1% | -18.5% | +58.7% |
| All | +63.6% | +81.8% | -18.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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