+2.5%
SLB vs FND
-49.6%
+52.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | +13.6% | -23.6% | +37.1% | +19.2% |
| 3M | +1.5% | +4.3% | -2.8% | -1.0% |
| 6M | +23.0% | -20.3% | +43.3% | +26.9% |
| YTD | +51.2% | -21.3% | +72.5% | +56.1% |
| 1Y | +63.5% | -45.4% | +108.9% | +82.8% |
| 3Y | +2.5% | -48.9% | +51.4% | +8.0% |
| All | +2.5% | -49.6% | +52.1% | +8.0% |
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