+3.2%
SLB vs FGI
-4.4%
+7.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.1% |
| 3M | -0.3% | +23.5% | -23.8% | -1.4% |
| 6M | +21.3% | +60.5% | -39.2% | +18.3% |
| YTD | +52.3% | +30.0% | +22.3% | +49.0% |
| 1Y | +63.6% | +82.1% | -18.5% | +57.3% |
| All | +3.2% | -4.4% | +7.6% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling