+259.8%
SLB vs FIX
+12,471.5%
-12,211.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +0.8% | +6.0% | -5.2% | -0.5% |
| 30D | +15.8% | -7.2% | +23.1% | +17.5% |
| 3M | -0.3% | -15.9% | +15.5% | +2.3% |
| 6M | +21.3% | +12.7% | +8.6% | +15.4% |
| YTD | +52.3% | +72.8% | -20.5% | +30.2% |
| 1Y | +63.6% | +122.9% | -59.3% | +29.9% |
| 3Y | +3.8% | +774.3% | -770.6% | -44.6% |
| 5Y | +128.6% | +2,049.5% | -1,920.8% | -3.5% |
| 10Y | -3.1% | +5,821.5% | -5,824.5% | -68.0% |
| All | +259.8% | +12,471.5% | -12,211.7% | -15.4% |
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 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