+46.2%
SLB vs SFM
-35.8%
+82.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -0.9% |
| 7D | -4.1% | -12.3% | +8.2% | -4.3% |
| 30D | +2.5% | -16.2% | +18.8% | +1.9% |
| 3M | +2.0% | -36.8% | +38.8% | +0.5% |
| 6M | -6.3% | -32.6% | +26.2% | -7.3% |
| YTD | +36.5% | -31.7% | +68.3% | +34.3% |
| 1Y | +46.2% | -35.0% | +81.2% | +42.8% |
| All | +46.2% | -35.8% | +82.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling