+41.6%
SMH vs SLB
+46.1%
-4.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | +4.9% | +3.5% | +1.4% | +3.9% |
| 30D | -13.8% | +6.5% | -20.3% | -14.9% |
| 3M | -17.4% | -0.2% | -17.1% | -17.2% |
| 6M | -15.0% | -5.7% | -9.2% | -13.0% |
| YTD | +35.2% | +36.8% | -1.7% | +28.4% |
| 1Y | +41.6% | +45.8% | -4.2% | +31.8% |
| All | +41.6% | +46.1% | -4.5% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling