-16.6%
SLB vs FIS
-54.6%
+38.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -3.7% | -29.4% | +25.7% | +7.4% |
| 30D | +2.9% | -16.7% | +19.7% | +7.4% |
| 3M | +0.2% | -33.0% | +33.2% | +13.1% |
| 6M | -4.4% | -33.3% | +28.9% | +7.1% |
| YTD | +33.4% | -56.0% | +89.4% | +75.3% |
| 1Y | +40.8% | -54.6% | +95.4% | +82.4% |
| 3Y | +3.2% | -40.6% | +43.8% | +15.3% |
| 5Y | +64.8% | -71.9% | +136.7% | +149.9% |
| 10Y | -16.6% | -55.3% | +38.8% | +26.2% |
| All | -16.6% | -54.6% | +38.1% | +26.2% |
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