+139.2%
SLB vs SPYM
+82.4%
+56.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.3% |
| 7D | +0.4% | +0.6% | -0.1% | -0.1% |
| 30D | +13.6% | -0.9% | +14.5% | +14.4% |
| 3M | +1.5% | +3.9% | -2.4% | -1.9% |
| 6M | +23.0% | +14.5% | +8.5% | +9.5% |
| YTD | +51.2% | +13.0% | +38.2% | +36.2% |
| 1Y | +63.5% | +19.4% | +44.1% | +40.4% |
| 3Y | +2.5% | +78.9% | -76.4% | -35.8% |
| 5Y | +139.2% | +82.3% | +56.9% | +45.6% |
| All | +139.2% | +82.4% | +56.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling