-17.3%
SLB vs SPYM
+310.0%
-327.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.6% |
| 7D | -4.3% | -0.6% | -3.7% | -3.8% |
| 30D | +1.9% | -3.7% | +5.6% | +6.0% |
| 3M | -5.7% | -2.7% | -3.0% | -3.0% |
| 6M | -5.3% | +2.2% | -7.6% | -8.2% |
| YTD | +32.2% | +10.9% | +21.2% | +16.8% |
| 1Y | +38.5% | +11.3% | +27.2% | +21.8% |
| 3Y | +1.1% | +76.8% | -75.7% | -47.9% |
| 5Y | +70.3% | +73.5% | -3.3% | -12.2% |
| 10Y | -17.3% | +307.9% | -325.2% | -81.3% |
| All | -17.3% | +310.0% | -327.2% | -81.3% |
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