+1,876.8%
SMH vs SLB
-4.1%
+1,880.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.3% | -1.9% | +6.2% | +4.9% |
| 30D | +0.9% | +7.8% | -6.9% | -1.5% |
| 3M | -2.8% | +2.7% | -5.5% | -4.2% |
| 6M | +45.6% | +22.2% | +23.5% | +36.3% |
| YTD | +59.5% | +51.1% | +8.4% | +39.8% |
| 1Y | +93.4% | +63.3% | +30.1% | +65.2% |
| 3Y | +287.1% | +2.4% | +284.7% | +270.4% |
| 5Y | +338.0% | +139.3% | +198.7% | +211.9% |
| 10Y | +1,876.8% | -2.6% | +1,879.4% | +1,511.7% |
| All | +1,876.8% | -4.1% | +1,880.9% | +1,511.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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