-14.2%
SLB vs SPYG
+400.9%
-415.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.9% |
| 7D | -1.2% | -1.5% | +0.4% | -0.1% |
| 30D | +4.5% | -7.2% | +11.7% | +10.2% |
| 3M | -4.6% | -4.6% | +0.1% | -1.5% |
| 6M | -6.3% | -1.2% | -5.0% | -6.3% |
| YTD | +35.0% | +9.3% | +25.7% | +24.4% |
| 1Y | +38.8% | +8.8% | +30.0% | +28.1% |
| 3Y | +3.3% | +93.3% | -90.0% | -41.0% |
| 5Y | +73.6% | +71.7% | +1.9% | +6.9% |
| 10Y | -14.2% | +399.8% | -414.0% | -77.8% |
| All | -14.2% | +400.9% | -415.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling