-17.3%
SLB vs FLEX
+569.1%
-586.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | -4.3% | -13.6% | +9.4% | -0.6% |
| 30D | +1.9% | -36.5% | +38.4% | +15.5% |
| 3M | -5.7% | -36.4% | +30.7% | +6.0% |
| 6M | -5.3% | -46.5% | +41.1% | +9.7% |
| YTD | +32.2% | +25.9% | +6.2% | +5.8% |
| 1Y | +38.5% | +19.6% | +18.9% | +12.4% |
| 3Y | +1.1% | +287.0% | -285.9% | -52.5% |
| 5Y | +70.3% | +466.6% | -396.4% | -35.1% |
| 10Y | -17.3% | +626.9% | -644.2% | -74.2% |
| All | -17.3% | +569.1% | -586.4% | -74.2% |
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