+65.1%
SLB vs FOXA
+90.8%
-25.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.7% |
| 7D | +0.8% | -4.0% | +4.8% | +2.7% |
| 30D | +15.8% | +12.0% | +3.8% | +9.4% |
| 3M | -0.3% | +0.3% | -0.6% | -2.2% |
| 6M | +21.3% | +12.5% | +8.9% | +11.8% |
| YTD | +52.3% | -9.6% | +61.9% | +55.9% |
| 1Y | +63.6% | +8.6% | +55.0% | +50.9% |
| 3Y | +3.8% | +118.5% | -114.8% | -35.8% |
| 5Y | +128.6% | +88.8% | +39.9% | +48.9% |
| All | +65.1% | +90.8% | -25.7% | -9.8% |
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