+62.5%
SLB vs FND
-61.6%
+124.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -7.1% | +7.7% | -14.8% | -8.2% |
| 30D | +4.1% | +11.9% | -7.8% | +2.1% |
| 3M | -2.6% | -14.6% | +11.9% | -0.8% |
| 6M | -8.6% | +0.5% | -9.0% | -9.9% |
| YTD | +32.2% | -15.8% | +48.0% | +33.8% |
| 1Y | +40.7% | -12.9% | +53.6% | +41.4% |
| 3Y | -4.5% | -34.2% | +29.6% | -1.3% |
| All | +62.5% | -61.6% | +124.1% | +81.3% |
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