+1,007.3%
SMH vs SLB
+130.2%
+877.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.4% |
| 7D | -11.2% | -7.1% | -4.1% | -8.9% |
| 30D | -25.8% | +4.1% | -29.9% | -26.7% |
| 3M | -18.8% | -2.6% | -16.2% | -18.4% |
| 6M | -15.6% | -8.6% | -7.1% | -13.8% |
| YTD | +28.8% | +32.2% | -3.4% | +15.7% |
| 1Y | +32.6% | +40.7% | -8.1% | +16.4% |
| 3Y | +213.6% | -4.5% | +218.2% | +207.2% |
| 5Y | +222.4% | +66.4% | +156.1% | +147.9% |
| 10Y | +1,429.6% | -15.1% | +1,444.7% | +1,216.6% |
| All | +1,007.3% | +130.2% | +877.0% | +428.4% |
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