-4.5%
SLB vs SPYM
+75.5%
-80.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -7.1% | -2.7% | -4.4% | -4.8% |
| 30D | +4.1% | -5.4% | +9.4% | +9.5% |
| 3M | -2.6% | -4.1% | +1.4% | +1.0% |
| 6M | -8.6% | +0.8% | -9.3% | -9.7% |
| YTD | +32.2% | +8.8% | +23.4% | +21.1% |
| 1Y | +40.7% | +11.0% | +29.7% | +26.1% |
| 3Y | -4.5% | +75.5% | -80.0% | -41.3% |
| All | -4.5% | +75.5% | -80.0% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling