-15.3%
SLB vs SFM
+40.3%
-55.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.1% |
| 7D | -7.1% | -1.2% | -5.9% | -7.1% |
| 30D | +4.1% | -24.8% | +28.8% | +6.7% |
| 3M | -2.6% | -43.7% | +41.1% | +2.9% |
| 6M | -8.6% | -37.3% | +28.7% | -4.9% |
| YTD | +32.2% | -38.4% | +70.6% | +37.1% |
| 1Y | +40.7% | -36.9% | +77.6% | +45.3% |
| 3Y | -4.5% | +20.7% | -25.2% | -11.6% |
| 5Y | +66.4% | +103.5% | -37.1% | +38.7% |
| 10Y | -15.1% | +139.7% | -154.8% | -34.3% |
| All | -15.3% | +40.3% | -55.6% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling