+130.8%
SLB vs FND
-60.2%
+191.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +0.8% | -5.2% | +6.1% | +1.6% |
| 30D | +15.8% | -19.9% | +35.7% | +19.5% |
| 3M | -0.3% | +2.7% | -3.1% | -1.7% |
| 6M | +21.3% | -21.7% | +43.0% | +24.8% |
| YTD | +52.3% | -17.5% | +69.8% | +55.0% |
| 1Y | +63.6% | -39.3% | +102.9% | +74.4% |
| 3Y | +3.8% | -49.8% | +53.5% | +10.9% |
| All | +130.8% | -60.2% | +191.0% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling