-14.3%
SLB vs FTV
+119.0%
-133.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -7.1% | +0.2% | -7.3% | -7.3% |
| 30D | +4.1% | +15.7% | -11.6% | -5.8% |
| 3M | -2.6% | +7.5% | -10.2% | -7.7% |
| 6M | -8.6% | +8.5% | -17.0% | -14.4% |
| YTD | +32.2% | +18.8% | +13.4% | +14.5% |
| 1Y | +40.7% | +28.5% | +12.1% | +15.3% |
| 3Y | -4.5% | +34.0% | -38.5% | -25.4% |
| 5Y | +66.4% | +12.6% | +53.8% | +42.6% |
| 10Y | -15.1% | +111.4% | -126.5% | -47.0% |
| All | -14.3% | +119.0% | -133.3% | -46.4% |
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