+3.3%
SLB vs FND
+66.0%
-62.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +0.8% | -5.2% | +6.1% | +2.0% |
| 30D | +15.8% | -19.9% | +35.7% | +21.4% |
| 3M | -0.3% | +2.7% | -3.1% | -2.3% |
| 6M | +21.3% | -21.7% | +43.0% | +26.1% |
| YTD | +52.3% | -17.5% | +69.8% | +56.0% |
| 1Y | +63.6% | -39.3% | +102.9% | +79.2% |
| 3Y | +3.8% | -49.8% | +53.5% | +14.7% |
| 5Y | +128.6% | -60.1% | +188.7% | +154.5% |
| All | +3.3% | +66.0% | -62.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling