+958.5%
SLB vs FICO
+104,095.6%
-103,137.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +3.1% |
| 7D | +0.8% | -19.2% | +20.0% | +4.3% |
| 30D | +15.8% | -14.6% | +30.4% | +18.5% |
| 3M | -0.3% | -20.1% | +19.7% | +2.5% |
| 6M | +21.3% | -36.3% | +57.7% | +28.4% |
| YTD | +52.3% | -44.9% | +97.2% | +64.8% |
| 1Y | +63.6% | -38.6% | +102.2% | +72.2% |
| 3Y | +3.8% | +4.0% | -0.2% | -3.3% |
| 5Y | +128.6% | +99.5% | +29.1% | +83.4% |
| 10Y | -3.1% | +604.7% | -607.7% | -37.9% |
| All | +958.5% | +104,095.6% | -103,137.1% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling