+45.7%
SLB vs FRMI
-93.9%
+139.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.3% | -0.6% |
| 7D | -4.3% | -24.3% | +20.0% | -3.2% |
| 30D | +1.9% | -55.1% | +57.0% | +4.9% |
| 3M | -5.7% | -73.8% | +68.1% | -1.1% |
| 6M | -5.3% | -70.6% | +65.2% | -2.0% |
| YTD | +32.2% | -80.8% | +112.9% | +38.8% |
| 1Y | +38.5% | -93.9% | +132.4% | +43.5% |
| All | +45.7% | -93.9% | +139.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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