+3.4%
SLB vs FND
-39.5%
+42.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +3.5% | -6.8% | +10.3% | +4.7% |
| 30D | +6.5% | +8.0% | -1.5% | +4.6% |
| 3M | -0.2% | -18.9% | +18.7% | +3.2% |
| 6M | -5.7% | +4.7% | -10.4% | -8.7% |
| YTD | +36.8% | -21.6% | +58.4% | +40.8% |
| 1Y | +45.8% | -22.0% | +67.8% | +50.0% |
| 3Y | +3.4% | -40.4% | +43.8% | +8.1% |
| All | +3.4% | -39.5% | +42.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling