+232.1%
SLB vs FTI
+2,165.1%
-1,933.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +0.8% | +5.3% | -4.4% | -2.3% |
| 30D | +15.8% | +15.3% | +0.5% | +6.0% |
| 3M | -0.3% | +15.8% | -16.1% | -9.4% |
| 6M | +21.3% | +22.6% | -1.2% | +6.1% |
| YTD | +52.3% | +79.5% | -27.2% | +5.0% |
| 1Y | +63.6% | +102.0% | -38.4% | +4.5% |
| 3Y | +3.8% | +315.8% | -312.1% | -59.5% |
| 5Y | +128.6% | +1,129.5% | -1,000.9% | -57.0% |
| 10Y | -3.1% | +320.9% | -324.0% | -70.2% |
| All | +232.1% | +2,165.1% | -1,933.1% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling