+339.4%
SMH vs SLB
+128.1%
+211.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -1.5% | +13.6% | -15.1% | -5.0% |
| 3M | -4.1% | +1.5% | -5.6% | -4.9% |
| 6M | +50.8% | +23.0% | +27.7% | +41.8% |
| YTD | +59.3% | +51.2% | +8.1% | +41.4% |
| 1Y | +94.1% | +63.5% | +30.6% | +68.2% |
| 3Y | +286.7% | +2.5% | +284.2% | +263.9% |
| 5Y | +339.4% | +139.2% | +200.2% | +248.0% |
| All | +339.4% | +128.1% | +211.4% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling