+1.9%
SLB vs FN
+121.0%
-119.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.5% |
| 7D | -1.2% | +8.0% | -9.2% | -2.1% |
| 30D | +4.5% | -19.1% | +23.6% | +6.1% |
| 3M | -4.6% | -29.8% | +25.3% | -2.2% |
| 6M | -6.3% | -43.2% | +36.9% | -2.4% |
| YTD | +35.0% | -18.9% | +53.9% | +33.4% |
| 1Y | +38.8% | -17.9% | +56.7% | +36.7% |
| All | +1.9% | +121.0% | -119.0% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling