+45.8%
SLB vs FIX
+15.7%
+30.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +3.5% | +9.4% | -5.9% | +2.7% |
| 30D | +6.5% | -27.8% | +34.3% | +9.1% |
| 3M | -0.2% | -35.6% | +35.3% | +3.3% |
| 6M | -5.7% | -45.2% | +39.5% | -0.9% |
| YTD | +36.8% | +19.5% | +17.4% | +28.9% |
| 1Y | +45.8% | +24.2% | +21.5% | +34.8% |
| All | +45.8% | +15.7% | +30.0% | +34.8% |
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