-12.5%
SLB vs FTV
+127.5%
-140.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +4.5% | +18.3% | -13.8% | -6.8% |
| 3M | -4.6% | +10.2% | -14.8% | -11.0% |
| 6M | -6.3% | +12.8% | -19.1% | -14.5% |
| YTD | +35.0% | +23.4% | +11.6% | +14.0% |
| 1Y | +38.8% | +31.4% | +7.4% | +12.1% |
| 3Y | +3.3% | +38.7% | -35.4% | -21.2% |
| 5Y | +73.6% | +18.6% | +55.0% | +43.5% |
| 10Y | -14.2% | +110.1% | -124.4% | -47.3% |
| All | -12.5% | +127.5% | -140.0% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling