-2.6%
SLB vs SPYM
+316.7%
-319.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | +7.8% | -1.4% | +9.2% | +9.4% |
| 3M | +2.7% | +3.7% | -1.1% | -1.8% |
| 6M | +22.2% | +13.0% | +9.1% | +6.0% |
| YTD | +51.1% | +12.5% | +38.6% | +31.8% |
| 1Y | +63.3% | +18.6% | +44.7% | +34.0% |
| 3Y | +2.4% | +78.0% | -75.6% | -47.5% |
| 5Y | +139.3% | +82.3% | +57.0% | +16.3% |
| 10Y | -2.6% | +322.9% | -325.5% | -79.7% |
| All | -2.6% | +316.7% | -319.3% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling