+63.8%
SLB vs FOXA
+86.3%
-22.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -1.9% | -5.4% | +3.6% | +0.6% |
| 30D | +7.8% | +1.1% | +6.7% | +6.9% |
| 3M | +2.7% | -6.1% | +8.8% | +4.1% |
| 6M | +22.2% | +8.2% | +13.9% | +14.6% |
| YTD | +51.1% | -11.8% | +62.9% | +56.3% |
| 1Y | +63.3% | +9.9% | +53.4% | +49.7% |
| 3Y | +2.4% | +110.7% | -108.3% | -35.5% |
| 5Y | +139.3% | +86.9% | +52.4% | +56.2% |
| All | +63.8% | +86.3% | -22.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling