-6.3%
SLB vs SPMO
+495.2%
-501.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.6% |
| 7D | +3.5% | +6.3% | -2.8% | -1.1% |
| 30D | +6.5% | -8.9% | +15.4% | +13.3% |
| 3M | -0.2% | -13.2% | +13.0% | +9.7% |
| 6M | -5.7% | -9.3% | +3.5% | -1.6% |
| YTD | +36.8% | +11.6% | +25.3% | +21.0% |
| 1Y | +45.8% | +13.4% | +32.4% | +27.1% |
| 3Y | +3.4% | +122.9% | -119.5% | -48.9% |
| 5Y | +76.1% | +113.9% | -37.8% | -10.2% |
| 10Y | -13.0% | +460.5% | -473.6% | -74.8% |
| All | -6.3% | +495.2% | -501.5% | -74.0% |
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 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