+1,054.2%
SMH vs SLB
+130.1%
+924.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -6.7% | -4.3% | -2.5% | -5.2% |
| 30D | -19.8% | +1.9% | -21.8% | -20.3% |
| 3M | -15.1% | -5.7% | -9.3% | -13.6% |
| 6M | -14.6% | -5.3% | -9.3% | -13.8% |
| YTD | +34.3% | +32.2% | +2.1% | +20.7% |
| 1Y | +35.2% | +38.5% | -3.3% | +19.3% |
| 3Y | +211.7% | +1.1% | +210.6% | +199.9% |
| 5Y | +240.5% | +70.3% | +170.2% | +159.7% |
| 10Y | +1,487.3% | -17.3% | +1,504.6% | +1,279.2% |
| All | +1,054.2% | +130.1% | +924.1% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling