+1,253.2%
SMH vs SLB
+165.2%
+1,088.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | -0.5% | +15.8% | -16.3% | -5.5% |
| 3M | -9.6% | -0.3% | -9.3% | -10.2% |
| 6M | +42.1% | +21.3% | +20.7% | +32.0% |
| YTD | +57.4% | +52.3% | +5.1% | +35.1% |
| 1Y | +96.2% | +63.6% | +32.6% | +63.8% |
| 3Y | +267.9% | +3.8% | +264.2% | +249.9% |
| 5Y | +327.7% | +128.6% | +199.0% | +194.2% |
| 10Y | +1,764.6% | -3.1% | +1,767.7% | +1,436.6% |
| All | +1,253.2% | +165.2% | +1,088.0% | +516.9% |
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 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