+2.5%
SLB vs FISV
-58.7%
+61.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.5% |
| 30D | +13.6% | -3.0% | +16.5% | +13.8% |
| 3M | +1.5% | -3.5% | +5.0% | +1.7% |
| 6M | +23.0% | -19.4% | +42.4% | +24.4% |
| YTD | +51.2% | -24.3% | +75.5% | +53.5% |
| 1Y | +63.5% | -62.4% | +125.9% | +71.9% |
| 3Y | +2.5% | -58.2% | +60.7% | +12.5% |
| All | +2.5% | -58.7% | +61.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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