-17.1%
SLB vs SPG
+109.7%
-126.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.1% |
| 7D | -7.1% | +4.9% | -12.0% | -9.4% |
| 30D | +4.1% | +15.6% | -11.5% | -3.7% |
| 3M | -2.6% | +4.1% | -6.7% | -5.0% |
| 6M | -8.6% | +13.6% | -22.1% | -15.1% |
| YTD | +32.2% | +27.5% | +4.7% | +14.9% |
| 1Y | +40.7% | +32.2% | +8.4% | +20.0% |
| 3Y | -4.5% | +126.0% | -130.5% | -39.7% |
| 5Y | +66.4% | +74.7% | -8.4% | +17.3% |
| All | -17.1% | +109.7% | -126.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling