-19.4%
SLB vs USFR
+28.5%
-47.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +4.1% | +0.4% | +3.7% | +3.9% |
| 3M | -2.6% | +1.1% | -3.7% | -3.0% |
| 6M | -8.6% | +2.1% | -10.6% | -9.2% |
| YTD | +32.2% | +3.4% | +28.8% | +30.7% |
| 1Y | +40.7% | +4.1% | +36.5% | +38.8% |
| 3Y | -4.5% | +14.4% | -18.9% | -8.5% |
| 5Y | +66.4% | +21.3% | +45.0% | +56.3% |
| 10Y | -15.1% | +28.5% | -43.6% | -21.3% |
| All | -19.4% | +28.5% | -47.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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