+130.8%
SLB vs FIX
+2,061.9%
-1,931.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +0.8% | +6.0% | -5.2% | -0.2% |
| 30D | +15.8% | -7.2% | +23.1% | +17.1% |
| 3M | -0.3% | -15.9% | +15.5% | +1.8% |
| 6M | +21.3% | +12.7% | +8.6% | +16.3% |
| YTD | +52.3% | +72.8% | -20.5% | +33.6% |
| 1Y | +63.6% | +122.9% | -59.3% | +34.5% |
| 3Y | +3.8% | +774.3% | -770.6% | -45.8% |
| All | +130.8% | +2,061.9% | -1,931.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling