-16.6%
SLB vs FITB
+247.7%
-264.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.7% |
| 7D | -3.7% | -1.1% | -2.6% | -3.0% |
| 30D | +2.9% | +7.3% | -4.4% | -1.8% |
| 3M | +0.2% | -4.0% | +4.2% | +2.5% |
| 6M | -4.4% | +11.9% | -16.3% | -11.9% |
| YTD | +33.4% | +19.0% | +14.4% | +17.3% |
| 1Y | +40.8% | +31.0% | +9.8% | +16.3% |
| 3Y | +3.2% | +143.8% | -140.6% | -44.9% |
| 5Y | +64.8% | +48.9% | +15.9% | +14.6% |
| 10Y | -16.6% | +236.6% | -253.2% | -65.8% |
| All | -16.6% | +247.7% | -264.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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