+65.4%
SLB vs FIVE
+15.3%
+50.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.5% | -3.2% |
| 7D | -7.7% | -1.7% | -6.0% | -7.6% |
| 30D | -0.7% | +14.9% | -15.6% | -2.6% |
| 3M | 0.0% | +7.6% | -7.7% | -1.4% |
| 6M | -10.4% | +6.4% | -16.8% | -11.9% |
| YTD | +31.5% | +28.1% | +3.4% | +25.6% |
| 1Y | +39.1% | +54.7% | -15.6% | +29.3% |
| 3Y | -5.7% | +36.1% | -41.8% | -14.7% |
| 5Y | +65.4% | +14.9% | +50.5% | +56.8% |
| All | +65.4% | +15.3% | +50.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling