-8.6%
SLB vs FND
+61.4%
-70.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.9% |
| 7D | +2.6% | -5.1% | +7.7% | +3.7% |
| 30D | +4.4% | +9.2% | -4.8% | +1.8% |
| 3M | -2.7% | -17.7% | +15.0% | +0.9% |
| 6M | -7.5% | +2.5% | -10.0% | -10.0% |
| YTD | +34.8% | -19.8% | +54.6% | +38.1% |
| 1Y | +44.6% | -22.7% | +67.3% | +49.2% |
| 3Y | +3.2% | -38.3% | +41.5% | +8.1% |
| 5Y | +73.6% | -63.0% | +136.5% | +96.6% |
| All | -8.6% | +61.4% | -70.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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