-17.3%
SLB vs FIX
+3,723.8%
-3,741.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.3% | -13.9% | +9.7% | -0.6% |
| 30D | +1.9% | -35.5% | +37.5% | +14.7% |
| 3M | -5.7% | -33.9% | +28.2% | +4.5% |
| 6M | -5.3% | -43.3% | +38.0% | +8.1% |
| YTD | +32.2% | +18.7% | +13.5% | +15.4% |
| 1Y | +38.5% | +13.8% | +24.7% | +21.8% |
| 3Y | +1.1% | +495.0% | -493.8% | -60.2% |
| 5Y | +70.3% | +1,049.0% | -978.8% | -53.6% |
| 10Y | -17.3% | +3,644.4% | -3,661.7% | -85.4% |
| All | -17.3% | +3,723.8% | -3,741.1% | -85.4% |
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