+40.7%
SLB vs FIX
+3.4%
+37.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.9% | +0.1% |
| 7D | -7.1% | -17.5% | +10.3% | -6.0% |
| 30D | +4.1% | -41.6% | +45.7% | +8.4% |
| 3M | -2.6% | -40.6% | +38.0% | +1.2% |
| 6M | -8.6% | -49.4% | +40.8% | -3.7% |
| YTD | +32.2% | +9.2% | +23.0% | +28.0% |
| 1Y | +40.7% | +6.5% | +34.2% | +37.0% |
| All | +40.7% | +3.4% | +37.3% | +37.0% |
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