+125.9%
SLB vs SPYG
+564.9%
-439.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | +0.4% | +0.5% | +0.5% |
| 30D | +15.8% | -0.4% | +16.3% | +16.1% |
| 3M | -0.3% | +0.5% | -0.9% | -1.3% |
| 6M | +21.3% | +17.5% | +3.9% | +5.4% |
| YTD | +52.3% | +14.3% | +38.0% | +35.0% |
| 1Y | +63.6% | +21.7% | +41.9% | +37.2% |
| 3Y | +3.8% | +98.6% | -94.9% | -43.1% |
| 5Y | +128.6% | +85.1% | +43.5% | +27.5% |
| 10Y | -3.1% | +412.0% | -415.1% | -77.1% |
| All | +125.9% | +564.9% | -439.0% | -73.5% |
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