-5.1%
SLB vs FIX
+420.3%
-425.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.6% | +7.9% | -2.4% |
| 7D | -7.7% | -27.2% | +19.5% | -4.7% |
| 30D | -0.7% | -46.9% | +46.2% | +6.3% |
| 3M | 0.0% | -44.4% | +44.4% | +6.2% |
| 6M | -10.4% | -50.9% | +40.5% | -3.9% |
| YTD | +31.5% | +3.5% | +27.9% | +26.9% |
| 1Y | +39.1% | -2.1% | +41.2% | +35.0% |
| All | -5.1% | +420.3% | -425.3% | -31.8% |
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 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