+1.1%
SLB vs SPMO
+122.8%
-121.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.3% | -2.6% | -1.6% | -3.2% |
| 30D | +1.9% | -14.2% | +16.2% | +9.3% |
| 3M | -5.7% | -12.7% | +7.0% | +0.1% |
| 6M | -5.3% | -9.6% | +4.2% | -2.8% |
| YTD | +32.2% | +9.3% | +22.8% | +20.8% |
| 1Y | +38.5% | +8.2% | +30.3% | +27.2% |
| 3Y | +1.1% | +119.4% | -118.3% | -40.0% |
| All | +1.1% | +122.8% | -121.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling