-16.6%
SLB vs FTV
+113.3%
-129.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.8% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | +2.9% | +17.2% | -14.3% | -7.8% |
| 3M | +0.2% | +8.9% | -8.6% | -5.9% |
| 6M | -4.4% | +11.3% | -15.7% | -12.2% |
| YTD | +33.4% | +21.9% | +11.5% | +13.1% |
| 1Y | +40.8% | +31.6% | +9.2% | +13.0% |
| 3Y | +3.2% | +38.1% | -34.9% | -21.6% |
| 5Y | +64.8% | +15.7% | +49.1% | +38.1% |
| 10Y | -16.6% | +107.5% | -124.0% | -48.1% |
| All | -16.6% | +113.3% | -129.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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