+20.7%
SLB vs FIVE
+868.1%
-847.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.9% |
| 7D | +0.8% | +4.3% | -3.4% | 0.0% |
| 30D | +15.8% | +12.5% | +3.3% | +12.7% |
| 3M | -0.3% | +31.2% | -31.6% | -6.3% |
| 6M | +21.3% | +14.4% | +7.0% | +16.6% |
| YTD | +52.3% | +33.9% | +18.4% | +41.3% |
| 1Y | +63.6% | +65.1% | -1.4% | +44.6% |
| 3Y | +3.8% | +49.0% | -45.2% | -11.6% |
| 5Y | +128.6% | +30.3% | +98.3% | +93.6% |
| 10Y | -3.1% | +481.1% | -484.2% | -40.1% |
| All | +20.7% | +868.1% | -847.5% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling