+4.3%
SLB vs SPMO
+572.4%
-568.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.0% |
| 7D | +0.8% | +2.0% | -1.2% | -0.6% |
| 30D | +15.8% | -0.4% | +16.2% | +15.9% |
| 3M | -0.3% | -1.9% | +1.5% | -0.7% |
| 6M | +21.3% | +25.0% | -3.7% | -0.2% |
| YTD | +52.3% | +26.0% | +26.3% | +24.2% |
| 1Y | +63.6% | +28.7% | +34.9% | +30.9% |
| 3Y | +3.8% | +160.9% | -157.1% | -54.2% |
| 5Y | +128.6% | +147.9% | -19.3% | +5.5% |
| 10Y | -3.1% | +518.9% | -522.0% | -73.9% |
| All | +4.3% | +572.4% | -568.1% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling