-4.5%
SLB vs FIX
+448.6%
-453.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.9% | 0.0% |
| 7D | -7.1% | -17.5% | +10.3% | -5.3% |
| 30D | +4.1% | -41.6% | +45.7% | +10.1% |
| 3M | -2.6% | -40.6% | +38.0% | +2.6% |
| 6M | -8.6% | -49.4% | +40.8% | -2.2% |
| YTD | +32.2% | +9.2% | +23.0% | +26.9% |
| 1Y | +40.7% | +6.5% | +34.2% | +35.1% |
| 3Y | -4.5% | +448.7% | -453.3% | -31.9% |
| All | -4.5% | +448.6% | -453.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling