+149.5%
SLB vs FLR
+482.5%
-333.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | -0.8% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | +4.1% | -9.1% | +13.2% | +7.9% |
| 3M | -2.6% | -4.7% | +2.0% | -2.6% |
| 6M | -8.6% | -14.2% | +5.7% | -6.2% |
| YTD | +32.2% | +17.3% | +14.9% | +18.4% |
| 1Y | +40.7% | +4.3% | +36.4% | +31.6% |
| 3Y | -4.5% | +30.7% | -35.3% | -26.1% |
| 5Y | +66.4% | +101.3% | -34.9% | +3.8% |
| 10Y | -15.1% | +12.4% | -27.4% | -48.5% |
| All | +149.5% | +482.5% | -333.0% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling