+615.6%
SLB vs FLEX
+4,757.3%
-4,141.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.4% |
| 7D | -7.1% | -19.3% | +12.2% | -3.4% |
| 30D | +4.1% | -41.5% | +45.6% | +14.7% |
| 3M | -2.6% | -43.1% | +40.5% | +7.5% |
| 6M | -8.6% | -48.2% | +39.7% | +1.4% |
| YTD | +32.2% | +15.5% | +16.7% | +21.0% |
| 1Y | +40.7% | +10.2% | +30.4% | +29.5% |
| 3Y | -4.5% | +256.8% | -261.3% | -32.6% |
| 5Y | +66.4% | +408.2% | -341.8% | +7.7% |
| 10Y | -15.1% | +580.8% | -595.9% | -50.0% |
| All | +615.6% | +4,757.3% | -4,141.6% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling