+63.6%
SLB vs SPYM
+20.9%
+42.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +15.8% | +0.1% | +15.8% | +15.7% |
| 3M | -0.3% | +2.0% | -2.4% | -1.6% |
| 6M | +21.3% | +13.1% | +8.3% | +11.2% |
| YTD | +52.3% | +13.6% | +38.7% | +38.7% |
| 1Y | +63.6% | +20.1% | +43.5% | +49.8% |
| All | +63.6% | +20.9% | +42.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling