+1,524.2%
SMH vs SLB
-14.0%
+1,538.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +12.1% | +2.6% | +9.5% | +11.3% |
| 30D | -14.7% | +4.4% | -19.1% | -15.7% |
| 3M | -14.2% | -2.7% | -11.5% | -13.7% |
| 6M | -10.6% | -7.5% | -3.1% | -9.1% |
| YTD | +39.3% | +34.8% | +4.5% | +26.2% |
| 1Y | +41.6% | +44.6% | -3.0% | +25.5% |
| 3Y | +223.4% | +3.2% | +220.2% | +210.1% |
| 5Y | +243.5% | +73.6% | +169.9% | +170.3% |
| All | +1,524.2% | -14.0% | +1,538.2% | +1,295.1% |
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