-17.1%
SLB vs FLEX
+569.1%
-586.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.9% |
| 7D | -7.1% | -19.3% | +12.2% | -1.3% |
| 30D | +4.1% | -41.5% | +45.6% | +21.1% |
| 3M | -2.6% | -43.1% | +40.5% | +13.6% |
| 6M | -8.6% | -48.2% | +39.7% | +7.0% |
| YTD | +32.2% | +15.5% | +16.7% | +9.0% |
| 1Y | +40.7% | +10.2% | +30.4% | +17.3% |
| 3Y | -4.5% | +256.8% | -261.4% | -53.9% |
| 5Y | +66.4% | +408.2% | -341.9% | -34.0% |
| All | -17.1% | +569.1% | -586.2% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling