+12.7%
SLB vs SPOT
+227.0%
-214.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.5% |
| 7D | +0.8% | -0.9% | +1.8% | +0.9% |
| 30D | +15.8% | +12.5% | +3.3% | +14.2% |
| 3M | -0.3% | +9.9% | -10.2% | -1.7% |
| 6M | +21.3% | +1.6% | +19.8% | +20.3% |
| YTD | +52.3% | -6.6% | +58.9% | +52.1% |
| 1Y | +63.6% | -22.9% | +86.5% | +67.1% |
| 3Y | +3.8% | +244.3% | -240.5% | -15.7% |
| 5Y | +128.6% | +117.8% | +10.8% | +92.3% |
| All | +12.7% | +227.0% | -214.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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