-14.2%
SLB vs SPG
+116.4%
-130.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | +2.7% | -3.9% | -2.5% |
| 30D | +4.5% | +16.6% | -12.1% | -3.7% |
| 3M | -4.6% | +8.1% | -12.7% | -8.6% |
| 6M | -6.3% | +19.3% | -25.6% | -15.2% |
| YTD | +35.0% | +31.1% | +3.9% | +15.6% |
| 1Y | +38.8% | +32.8% | +6.0% | +18.2% |
| 3Y | +3.3% | +135.8% | -132.5% | -36.2% |
| 5Y | +73.6% | +85.1% | -11.5% | +18.7% |
| 10Y | -14.2% | +115.9% | -130.2% | -53.2% |
| All | -14.2% | +116.4% | -130.6% | -53.2% |
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