-17.6%
SLB vs FN
+663.9%
-681.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.5% | -1.1% |
| 7D | -7.7% | -16.0% | +8.2% | -5.1% |
| 30D | -0.7% | -40.1% | +39.4% | +8.4% |
| 3M | 0.0% | -43.9% | +43.9% | +9.2% |
| 6M | -10.4% | -55.6% | +45.2% | +0.9% |
| YTD | +31.5% | -35.7% | +67.1% | +33.8% |
| 1Y | +39.1% | -39.8% | +79.0% | +42.7% |
| 3Y | -5.7% | +80.3% | -86.0% | -32.0% |
| 5Y | +65.4% | +143.3% | -77.9% | +3.5% |
| All | -17.6% | +663.9% | -681.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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