-16.6%
SLB vs FTI
+185.2%
-201.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -3.7% | -4.3% | +0.6% | -1.1% |
| 30D | +2.9% | -8.0% | +11.0% | +8.1% |
| 3M | +0.2% | -8.0% | +8.3% | +5.3% |
| 6M | -4.4% | -8.7% | +4.2% | +0.4% |
| YTD | +33.4% | +43.9% | -10.5% | +5.3% |
| 1Y | +40.8% | +49.8% | -9.0% | +8.4% |
| 3Y | +3.2% | +211.7% | -208.5% | -51.7% |
| 5Y | +64.8% | +781.6% | -716.8% | -62.0% |
| 10Y | -16.6% | +180.2% | -196.7% | -70.4% |
| All | -16.6% | +185.2% | -201.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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