+187.5%
SLB vs FLR
+603.8%
-416.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +0.8% | +5.4% | -4.6% | -1.4% |
| 30D | +15.8% | +11.4% | +4.4% | +9.2% |
| 3M | -0.3% | +11.4% | -11.8% | -6.8% |
| 6M | +21.3% | +16.6% | +4.7% | +9.9% |
| YTD | +52.3% | +41.7% | +10.6% | +26.9% |
| 1Y | +63.6% | +35.4% | +28.2% | +36.9% |
| 3Y | +3.8% | +57.3% | -53.5% | -25.6% |
| 5Y | +128.6% | +241.0% | -112.3% | +14.3% |
| 10Y | -3.1% | +16.6% | -19.7% | -41.7% |
| All | +187.5% | +603.8% | -416.4% | +5.4% |
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