+748.5%
SLB vs SPY
+3,091.8%
-2,343.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +15.8% | +0.1% | +15.8% | +15.7% |
| 3M | -0.3% | +2.0% | -2.3% | -2.6% |
| 6M | +21.3% | +13.0% | +8.3% | +6.3% |
| YTD | +52.3% | +13.5% | +38.8% | +32.8% |
| 1Y | +63.6% | +20.0% | +43.6% | +34.4% |
| 3Y | +3.8% | +77.2% | -73.4% | -43.6% |
| 5Y | +128.6% | +81.9% | +46.8% | +18.2% |
| 10Y | -3.1% | +314.1% | -317.1% | -77.4% |
| All | +748.5% | +3,091.8% | -2,343.3% | -56.1% |
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