+100.0%
SLB vs SPYG
+533.7%
-433.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +2.6% | +4.2% | -1.7% | -0.8% |
| 30D | +4.4% | -7.4% | +11.8% | +10.7% |
| 3M | -2.7% | -5.3% | +2.6% | +1.2% |
| 6M | -7.5% | -1.2% | -6.4% | -7.6% |
| YTD | +34.8% | +9.0% | +25.8% | +23.7% |
| 1Y | +44.6% | +8.8% | +35.8% | +32.6% |
| 3Y | +3.2% | +92.8% | -89.6% | -42.2% |
| 5Y | +73.6% | +69.3% | +4.3% | +4.1% |
| 10Y | -14.3% | +398.4% | -412.7% | -79.4% |
| All | +100.0% | +533.7% | -433.7% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling