+213.6%
SMH vs SLB
-6.1%
+219.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.4% |
| 7D | -11.2% | -7.1% | -4.1% | -8.7% |
| 30D | -25.8% | +4.1% | -29.9% | -26.7% |
| 3M | -18.8% | -2.6% | -16.2% | -18.3% |
| 6M | -15.6% | -8.6% | -7.1% | -13.3% |
| YTD | +28.8% | +32.2% | -3.4% | +13.7% |
| 1Y | +32.6% | +40.7% | -8.1% | +13.6% |
| 3Y | +213.6% | -4.5% | +218.2% | +186.9% |
| All | +213.6% | -6.1% | +219.7% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling