-14.4%
SLB vs SPMO
+469.5%
-483.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | +9.8% | -7.2% | -4.2% |
| 30D | +4.4% | -9.2% | +13.6% | +11.4% |
| 3M | -2.7% | -11.0% | +8.2% | +5.1% |
| 6M | -7.5% | -6.6% | -0.9% | -5.5% |
| YTD | +34.8% | +13.3% | +21.5% | +17.6% |
| 1Y | +44.6% | +12.7% | +31.9% | +26.5% |
| 3Y | +3.2% | +127.5% | -124.3% | -50.5% |
| 5Y | +73.6% | +117.4% | -43.8% | -13.8% |
| All | -14.4% | +469.5% | -483.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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