+48.8%
SLB vs FRMI
-92.8%
+141.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +17.5% | -15.4% | +1.3% |
| 7D | -1.2% | -0.5% | -0.6% | -1.3% |
| 30D | +4.5% | -44.3% | +48.8% | +6.5% |
| 3M | -4.6% | -74.6% | +70.0% | +0.2% |
| 6M | -6.3% | -66.3% | +60.0% | -3.6% |
| YTD | +35.0% | -77.4% | +112.3% | +40.7% |
| 1Y | +38.8% | -91.7% | +130.5% | +43.3% |
| All | +48.8% | -92.8% | +141.6% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling