+651.1%
SLB vs SPY
+3,045.4%
-2,394.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +2.6% | +3.3% | -0.7% | -0.9% |
| 30D | +4.4% | -2.7% | +7.1% | +7.2% |
| 3M | -2.7% | -1.7% | -1.0% | -1.1% |
| 6M | -7.5% | +3.1% | -10.6% | -10.9% |
| YTD | +34.8% | +11.9% | +22.9% | +19.2% |
| 1Y | +44.6% | +12.0% | +32.6% | +27.6% |
| 3Y | +3.2% | +78.2% | -75.0% | -44.3% |
| 5Y | +73.6% | +73.2% | +0.3% | -5.7% |
| 10Y | -14.3% | +309.6% | -324.0% | -79.8% |
| All | +651.1% | +3,045.4% | -2,394.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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