+730.5%
SLB vs SPG
+5,256.9%
-4,526.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.8% | -2.4% | +3.2% | +1.8% |
| 30D | +15.8% | -6.8% | +22.7% | +19.2% |
| 3M | -0.3% | +2.7% | -3.0% | -1.9% |
| 6M | +21.3% | +5.5% | +15.9% | +17.8% |
| YTD | +52.3% | +15.7% | +36.6% | +41.8% |
| 1Y | +63.6% | +20.9% | +42.7% | +49.2% |
| 3Y | +3.8% | +112.4% | -108.6% | -26.5% |
| 5Y | +128.6% | +101.4% | +27.3% | +62.5% |
| 10Y | -3.1% | +60.6% | -63.7% | -31.7% |
| All | +730.5% | +5,256.9% | -4,526.4% | +113.1% |
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