+130.8%
SLB vs FIVE
+31.2%
+99.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.5% |
| 7D | +0.8% | +4.3% | -3.4% | +0.3% |
| 30D | +15.8% | +12.5% | +3.3% | +13.8% |
| 3M | -0.3% | +31.2% | -31.6% | -4.3% |
| 6M | +21.3% | +14.4% | +7.0% | +18.2% |
| YTD | +52.3% | +33.9% | +18.4% | +44.9% |
| 1Y | +63.6% | +65.1% | -1.4% | +50.8% |
| 3Y | +3.8% | +49.0% | -45.2% | -7.3% |
| All | +130.8% | +31.2% | +99.6% | +112.7% |
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