+46.2%
SLB vs FIX
+14.3%
+32.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.1% | +14.0% | -0.1% |
| 7D | -4.1% | -18.9% | +14.8% | -2.8% |
| 30D | +2.5% | -36.3% | +38.8% | +6.1% |
| 3M | +2.0% | -38.5% | +40.5% | +5.9% |
| 6M | -6.3% | -42.3% | +35.9% | -2.6% |
| YTD | +36.5% | +17.1% | +19.4% | +31.1% |
| 1Y | +46.2% | +14.4% | +31.8% | +41.2% |
| All | +46.2% | +14.3% | +32.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling