+63.3%
SLB vs SPMO
+28.5%
+34.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | +7.8% | +1.1% | +6.7% | +7.5% |
| 3M | +2.7% | +2.0% | +0.6% | +1.1% |
| 6M | +22.2% | +26.5% | -4.4% | +11.0% |
| YTD | +51.1% | +26.5% | +24.6% | +36.9% |
| 1Y | +63.3% | +27.9% | +35.4% | +54.8% |
| All | +63.3% | +28.5% | +34.8% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling