+1.8%
SLB vs SPG
+136.2%
-134.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.6% | +3.1% | -0.6% | +1.3% |
| 30D | +4.4% | +16.4% | -12.0% | -2.2% |
| 3M | -2.7% | +7.1% | -9.8% | -5.6% |
| 6M | -7.5% | +16.1% | -23.6% | -14.0% |
| YTD | +34.8% | +30.4% | +4.4% | +17.9% |
| 1Y | +44.6% | +33.0% | +11.6% | +25.2% |
| All | +1.8% | +136.2% | -134.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling