+1.9%
SLB vs FLEX
+301.8%
-299.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.6% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | +4.5% | -32.6% | +37.1% | +9.9% |
| 3M | -4.6% | -35.5% | +30.9% | +0.7% |
| 6M | -6.3% | -45.6% | +39.3% | +0.6% |
| YTD | +35.0% | +30.7% | +4.3% | +16.4% |
| 1Y | +38.8% | +28.4% | +10.4% | +19.9% |
| All | +1.9% | +301.8% | -299.9% | -42.3% |
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