+40.7%
SLB vs FN
-33.3%
+74.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.1% | -0.2% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | +4.1% | -34.3% | +38.4% | +6.6% |
| 3M | -2.6% | -39.9% | +37.2% | +0.1% |
| 6M | -8.6% | -51.8% | +43.3% | -4.3% |
| YTD | +32.2% | -28.1% | +60.4% | +35.2% |
| 1Y | +40.7% | -29.1% | +69.7% | +45.5% |
| All | +40.7% | -33.3% | +74.0% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling