+137.9%
SLB vs SPYG
+84.1%
+53.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +7.8% | -1.7% | +9.5% | +8.7% |
| 3M | +2.7% | +3.6% | -1.0% | +0.5% |
| 6M | +22.2% | +16.6% | +5.6% | +12.6% |
| YTD | +51.1% | +13.4% | +37.7% | +41.1% |
| 1Y | +63.3% | +19.6% | +43.8% | +48.2% |
| 3Y | +2.4% | +99.8% | -97.3% | -28.1% |
| All | +137.9% | +84.1% | +53.8% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling