-1.3%
SLB vs FTV
+90.8%
-92.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | +0.8% | -4.5% | +5.3% | +3.9% |
| 30D | +15.8% | -7.1% | +22.9% | +21.4% |
| 3M | -0.3% | -7.2% | +6.8% | +3.8% |
| 6M | +21.3% | -1.5% | +22.8% | +21.0% |
| YTD | +52.3% | +3.5% | +48.8% | +45.1% |
| 1Y | +63.6% | +20.3% | +43.3% | +39.9% |
| 3Y | +3.8% | -3.1% | +6.9% | +1.1% |
| 5Y | +128.6% | +2.3% | +126.3% | +107.9% |
| 10Y | -3.1% | +76.3% | -79.4% | -32.9% |
| All | -1.3% | +90.8% | -92.1% | -32.1% |
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 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