+139.2%
SLB vs FLR
+248.0%
-108.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.4% | +0.7% | -0.2% | +0.2% |
| 30D | +13.6% | -0.7% | +14.3% | +13.3% |
| 3M | +1.5% | +14.3% | -12.8% | -4.4% |
| 6M | +23.0% | +25.6% | -2.6% | +11.2% |
| YTD | +51.2% | +42.9% | +8.3% | +30.5% |
| 1Y | +63.5% | +38.7% | +24.7% | +40.6% |
| 3Y | +2.5% | +61.8% | -59.3% | -26.8% |
| 5Y | +139.2% | +254.1% | -114.9% | +14.8% |
| All | +139.2% | +248.0% | -108.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling