+46.3%
SLB vs FOXA
+98.3%
-52.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.1% |
| 30D | +4.5% | +8.6% | -4.1% | +0.1% |
| 3M | -4.6% | +9.9% | -14.5% | -9.5% |
| 6M | -6.3% | +0.8% | -7.1% | -9.0% |
| YTD | +35.0% | -6.1% | +41.1% | +34.8% |
| 1Y | +38.8% | +3.3% | +35.5% | +32.0% |
| 3Y | +3.3% | +133.5% | -130.2% | -38.4% |
| 5Y | +73.6% | +75.8% | -2.2% | +17.9% |
| All | +46.3% | +98.3% | -52.0% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling