-17.3%
SLB vs FITB
+231.2%
-248.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.6% |
| 30D | +1.9% | +7.0% | -5.1% | -2.5% |
| 3M | -5.7% | -4.4% | -1.4% | -3.3% |
| 6M | -5.3% | +11.6% | -16.9% | -12.5% |
| YTD | +32.2% | +18.6% | +13.5% | +16.4% |
| 1Y | +38.5% | +29.8% | +8.7% | +15.1% |
| 3Y | +1.1% | +140.7% | -139.6% | -45.6% |
| 5Y | +70.3% | +48.6% | +21.6% | +18.4% |
| 10Y | -17.3% | +224.4% | -241.7% | -66.1% |
| All | -17.3% | +231.2% | -248.5% | -66.1% |
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