-14.2%
SLB vs FIX
+3,814.3%
-3,828.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.6% |
| 7D | -1.2% | +6.4% | -7.6% | -3.3% |
| 30D | +4.5% | -29.1% | +33.6% | +14.2% |
| 3M | -4.6% | -31.1% | +26.6% | +4.4% |
| 6M | -6.3% | -42.8% | +36.6% | +6.9% |
| YTD | +35.0% | +24.6% | +10.3% | +16.1% |
| 1Y | +38.8% | +21.9% | +16.9% | +19.4% |
| 3Y | +3.3% | +524.9% | -521.6% | -60.0% |
| 5Y | +73.6% | +1,092.2% | -1,018.6% | -53.1% |
| 10Y | -14.2% | +3,759.0% | -3,773.3% | -85.3% |
| All | -14.2% | +3,814.3% | -3,828.5% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling