+188.2%
SLB vs FTI
+1,702.1%
-1,513.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | -1.4% |
| 7D | -7.1% | -7.6% | +0.5% | -2.5% |
| 30D | +4.1% | -7.1% | +11.2% | +8.7% |
| 3M | -2.6% | -8.7% | +6.1% | +2.8% |
| 6M | -8.6% | -14.0% | +5.4% | -0.3% |
| YTD | +32.2% | +42.8% | -10.6% | +4.9% |
| 1Y | +40.7% | +50.4% | -9.7% | +8.0% |
| 3Y | -4.5% | +194.1% | -198.6% | -53.6% |
| 5Y | +66.4% | +775.2% | -708.8% | -61.2% |
| 10Y | -15.1% | +189.2% | -204.3% | -67.0% |
| All | +188.2% | +1,702.1% | -1,513.9% | -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