+1.8%
SLB vs FITB
+141.3%
-139.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +2.6% | +0.8% | +1.7% | +2.1% |
| 30D | +4.4% | +7.3% | -2.9% | +0.7% |
| 3M | -2.7% | -6.3% | +3.6% | +0.2% |
| 6M | -7.5% | +12.6% | -20.1% | -13.6% |
| YTD | +34.8% | +18.0% | +16.8% | +21.9% |
| 1Y | +44.6% | +28.9% | +15.7% | +24.8% |
| All | +1.8% | +141.3% | -139.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling