+837.0%
SLB vs FISV
+12,783.2%
-11,946.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | +2.6% | -2.0% | +4.5% | +3.1% |
| 30D | +4.4% | +31.8% | -27.4% | -4.0% |
| 3M | -2.7% | +19.3% | -22.0% | -8.2% |
| 6M | -7.5% | +12.1% | -19.6% | -11.9% |
| YTD | +34.8% | -8.4% | +43.3% | +34.9% |
| 1Y | +44.6% | -4.5% | +49.1% | +42.9% |
| 3Y | +3.2% | -49.4% | +52.6% | +12.8% |
| 5Y | +73.6% | -39.0% | +112.6% | +77.2% |
| 10Y | -14.3% | +22.3% | -36.6% | -26.3% |
| All | +837.0% | +12,783.2% | -11,946.2% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling