-17.1%
SLB vs FICO
+512.2%
-529.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | +4.1% | +3.3% | +0.7% | +2.6% |
| 3M | -2.6% | -31.7% | +29.1% | +3.6% |
| 6M | -8.6% | -34.0% | +25.4% | -3.4% |
| YTD | +32.2% | -58.3% | +90.5% | +55.2% |
| 1Y | +40.7% | -57.9% | +98.6% | +64.4% |
| 3Y | -4.5% | -24.1% | +19.5% | -14.3% |
| 5Y | +66.4% | +85.3% | -18.9% | -1.4% |
| All | -17.1% | +512.2% | -529.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling