+136.6%
SLB vs FRSH
-70.6%
+207.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.5% |
| 7D | +0.8% | -8.2% | +9.0% | +1.5% |
| 30D | +15.8% | +10.5% | +5.3% | +14.9% |
| 3M | -0.3% | +32.7% | -33.1% | -2.7% |
| 6M | +21.3% | +50.3% | -29.0% | +17.0% |
| YTD | +52.3% | +3.9% | +48.4% | +51.0% |
| 1Y | +63.6% | -2.2% | +65.8% | +62.9% |
| 3Y | +3.8% | -42.9% | +46.7% | +5.7% |
| All | +136.6% | -70.6% | +207.1% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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