+64.8%
SLB vs FOXA
+77.4%
-12.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -3.7% | +7.9% | -11.5% | -5.9% |
| 30D | +2.9% | +8.5% | -5.5% | +0.2% |
| 3M | +0.2% | +6.2% | -6.0% | -2.2% |
| 6M | -4.4% | +8.0% | -12.5% | -8.1% |
| YTD | +33.4% | -6.5% | +39.9% | +34.9% |
| 1Y | +40.8% | +3.6% | +37.2% | +36.9% |
| 3Y | +3.2% | +136.0% | -132.8% | -28.8% |
| 5Y | +64.8% | +77.7% | -12.9% | +24.0% |
| All | +64.8% | +77.4% | -12.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling