+222.6%
SLB vs FIX
+8,419.6%
-8,197.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.1% | +14.0% | +2.4% |
| 7D | -4.1% | -18.9% | +14.8% | +0.2% |
| 30D | +2.5% | -36.3% | +38.8% | +12.5% |
| 3M | +2.0% | -38.5% | +40.5% | +12.4% |
| 6M | -6.3% | -42.3% | +35.9% | +3.3% |
| YTD | +36.5% | +17.1% | +19.4% | +26.1% |
| 1Y | +46.2% | +14.4% | +31.8% | +35.1% |
| 3Y | -2.1% | +486.7% | -488.7% | -43.1% |
| 5Y | +73.7% | +1,083.7% | -1,010.0% | -16.7% |
| 10Y | -12.3% | +3,932.4% | -3,944.7% | -68.7% |
| All | +222.6% | +8,419.6% | -8,197.0% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling