-3.3%
SLB vs FN
+900.0%
-903.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.2% |
| 30D | +15.8% | -22.0% | +37.8% | +20.4% |
| 3M | -0.3% | -43.0% | +42.7% | +9.2% |
| 6M | +21.3% | -27.7% | +49.1% | +24.6% |
| YTD | +52.3% | -10.5% | +62.8% | +47.5% |
| 1Y | +63.6% | +12.5% | +51.1% | +48.7% |
| 3Y | +3.8% | +153.8% | -150.0% | -29.1% |
| 5Y | +128.6% | +288.0% | -159.4% | +30.0% |
| All | -3.3% | +900.0% | -903.3% | -57.8% |
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