+151.8%
SLB vs FLR
+530.7%
-378.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.4% | -2.4% |
| 7D | -3.7% | +8.5% | -12.2% | -7.0% |
| 30D | +2.9% | -0.7% | +3.6% | +2.8% |
| 3M | +0.2% | -11.7% | +11.9% | +4.1% |
| 6M | -4.4% | +16.2% | -20.6% | -12.8% |
| YTD | +33.4% | +27.0% | +6.4% | +15.6% |
| 1Y | +40.8% | +10.1% | +30.7% | +28.7% |
| 3Y | +3.2% | +46.2% | -43.0% | -23.8% |
| 5Y | +64.8% | +121.4% | -56.6% | -1.2% |
| 10Y | -16.6% | +11.0% | -27.5% | -48.8% |
| All | +151.8% | +530.7% | -378.9% | -4.1% |
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