-9.5%
SLB vs FND
+76.3%
-85.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | 0.0% |
| 7D | -3.7% | +8.5% | -12.2% | -5.6% |
| 30D | +2.9% | +17.2% | -14.3% | -1.1% |
| 3M | +0.2% | -14.9% | +15.2% | +3.2% |
| 6M | -4.4% | +3.1% | -7.5% | -7.1% |
| YTD | +33.4% | -12.4% | +45.8% | +34.0% |
| 1Y | +40.8% | -10.0% | +50.8% | +40.2% |
| 3Y | +3.2% | -31.3% | +34.5% | +5.5% |
| 5Y | +64.8% | -60.3% | +125.1% | +84.2% |
| All | -9.5% | +76.3% | -85.8% | -34.8% |
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