-16.6%
SLB vs FLR
+17.5%
-34.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.4% | -1.9% |
| 7D | -3.7% | +8.5% | -12.2% | -6.5% |
| 30D | +2.9% | -0.7% | +3.6% | +2.9% |
| 3M | +0.2% | -11.7% | +11.9% | +3.6% |
| 6M | -4.4% | +16.2% | -20.6% | -11.7% |
| YTD | +33.4% | +27.0% | +6.4% | +17.9% |
| 1Y | +40.8% | +10.1% | +30.7% | +30.5% |
| 3Y | +3.2% | +46.2% | -43.0% | -20.9% |
| 5Y | +64.8% | +121.4% | -56.6% | +5.3% |
| 10Y | -16.6% | +11.0% | -27.5% | -50.2% |
| All | -16.6% | +17.5% | -34.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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