-4.8%
SLB vs FITB
+285.0%
-289.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.3% |
| 7D | +0.4% | +2.8% | -2.4% | -1.3% |
| 30D | +13.6% | -4.5% | +18.1% | +16.8% |
| 3M | +1.5% | +5.7% | -4.2% | -2.5% |
| 6M | +23.0% | +17.1% | +5.9% | +10.1% |
| YTD | +51.2% | +18.3% | +32.9% | +33.8% |
| 1Y | +63.5% | +23.9% | +39.6% | +39.8% |
| 3Y | +2.5% | +131.1% | -128.6% | -43.5% |
| 5Y | +139.2% | +71.1% | +68.1% | +51.0% |
| 10Y | -4.8% | +283.9% | -288.6% | -63.0% |
| All | -4.8% | +285.0% | -289.8% | -63.0% |
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