-2.6%
SLB vs FLR
+17.1%
-19.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | -1.9% | -3.1% | +1.3% | -0.8% |
| 30D | +7.8% | +4.9% | +2.9% | +5.8% |
| 3M | +2.7% | +10.8% | -8.1% | -2.9% |
| 6M | +22.2% | +19.7% | +2.5% | +11.2% |
| YTD | +51.1% | +38.4% | +12.7% | +30.3% |
| 1Y | +63.3% | +34.7% | +28.7% | +40.5% |
| 3Y | +2.4% | +56.7% | -54.2% | -23.2% |
| 5Y | +139.3% | +241.6% | -102.3% | +31.2% |
| 10Y | -2.6% | +20.2% | -22.8% | -43.5% |
| All | -2.6% | +17.1% | -19.8% | -43.5% |
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