+620.9%
SLB vs SPG
+5,805.1%
-5,184.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.2% |
| 7D | -7.1% | +4.9% | -12.0% | -9.0% |
| 30D | +4.1% | +15.6% | -11.5% | -2.4% |
| 3M | -2.6% | +4.1% | -6.7% | -4.6% |
| 6M | -8.6% | +13.6% | -22.1% | -14.0% |
| YTD | +32.2% | +27.5% | +4.7% | +17.9% |
| 1Y | +40.7% | +32.2% | +8.4% | +23.5% |
| 3Y | -4.5% | +126.0% | -130.5% | -34.2% |
| 5Y | +66.4% | +74.7% | -8.4% | +25.6% |
| 10Y | -15.1% | +112.8% | -127.9% | -46.5% |
| All | +620.9% | +5,805.1% | -5,184.2% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling