-5.9%
SLB vs SPMO
+514.3%
-520.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +4.9% | -0.7% | +5.6% | +5.2% |
| 3M | +1.4% | +2.8% | -1.4% | -2.6% |
| 6M | +17.6% | +24.4% | -6.8% | -3.3% |
| YTD | +48.3% | +24.2% | +24.1% | +21.9% |
| 1Y | +58.7% | +24.5% | +34.2% | +29.7% |
| 3Y | +0.6% | +155.6% | -155.0% | -55.6% |
| 5Y | +133.6% | +148.2% | -14.6% | +5.9% |
| All | -5.9% | +514.3% | -520.2% | -73.5% |
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