+139.2%
SLB vs FTI
+1,110.9%
-971.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +13.6% | +12.3% | +1.3% | +5.7% |
| 3M | +1.5% | +13.8% | -12.3% | -6.7% |
| 6M | +23.0% | +24.3% | -1.3% | +6.8% |
| YTD | +51.2% | +75.8% | -24.6% | +6.0% |
| 1Y | +63.5% | +99.6% | -36.1% | +5.7% |
| 3Y | +2.5% | +278.4% | -275.9% | -57.2% |
| 5Y | +139.2% | +1,168.7% | -1,029.5% | -58.7% |
| All | +139.2% | +1,110.9% | -971.7% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling