+3.2%
SLB vs FLEX
+431.9%
-428.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +15.8% | -10.1% | +26.0% | +17.5% |
| 3M | -0.3% | -31.3% | +31.0% | +4.6% |
| 6M | +21.3% | +71.3% | -49.9% | +3.9% |
| YTD | +52.3% | +81.2% | -28.9% | +27.7% |
| 1Y | +63.6% | +98.5% | -34.9% | +33.0% |
| All | +3.2% | +431.9% | -428.7% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling