+130.8%
SLB vs SFM
+230.0%
-99.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | 0.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +15.8% | -4.4% | +20.2% | +16.0% |
| 3M | -0.3% | +1.5% | -1.9% | -0.6% |
| 6M | +21.3% | +6.5% | +14.9% | +20.5% |
| YTD | +52.3% | +2.2% | +50.1% | +51.5% |
| 1Y | +63.6% | -41.9% | +105.5% | +68.1% |
| 3Y | +3.8% | +106.8% | -103.0% | +1.5% |
| All | +130.8% | +230.0% | -99.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling