-7.2%
SLB vs USFR
+27.5%
-34.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +15.8% | +0.3% | +15.5% | +15.7% |
| 3M | -0.3% | +1.0% | -1.3% | -0.7% |
| 6M | +21.3% | +1.9% | +19.4% | +20.6% |
| YTD | +52.3% | +2.6% | +49.7% | +51.0% |
| 1Y | +63.6% | +4.0% | +59.6% | +61.5% |
| 3Y | +3.8% | +14.1% | -10.3% | -0.5% |
| 5Y | +128.6% | +20.4% | +108.2% | +115.4% |
| 10Y | -3.1% | +28.0% | -31.1% | -10.0% |
| All | -7.2% | +27.5% | -34.7% | -15.2% |
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