+58.7%
SLB vs FTI
+89.8%
-31.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | 0.0% |
| 7D | -2.4% | -5.6% | +3.2% | +1.2% |
| 30D | +4.9% | +0.4% | +4.5% | +4.5% |
| 3M | +1.4% | +8.1% | -6.7% | -3.9% |
| 6M | +17.6% | +16.7% | +0.9% | +4.2% |
| YTD | +48.3% | +70.0% | -21.6% | +1.7% |
| 1Y | +58.7% | +85.4% | -26.8% | +4.3% |
| All | +58.7% | +89.8% | -31.1% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling