-3.1%
SLB vs FIS
-37.3%
+34.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | +15.8% | -2.2% | +18.0% | +16.5% |
| 3M | -0.3% | +2.1% | -2.5% | -2.1% |
| 6M | +21.3% | -14.7% | +36.0% | +26.9% |
| YTD | +52.3% | -35.7% | +88.0% | +78.4% |
| 1Y | +63.6% | -37.1% | +100.7% | +92.5% |
| 3Y | +3.8% | -20.0% | +23.8% | +6.8% |
| 5Y | +128.6% | -62.1% | +190.8% | +224.2% |
| All | -3.1% | -37.3% | +34.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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