+1,537.1%
SOXX vs SLB
-4.6%
+1,541.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | -3.6% | +7.1% | -10.7% | -5.7% |
| 3M | -10.2% | +0.6% | -10.8% | -11.0% |
| 6M | +54.2% | +17.6% | +36.6% | +45.6% |
| YTD | +75.2% | +48.5% | +26.7% | +53.5% |
| 1Y | +107.5% | +59.4% | +48.1% | +77.2% |
| 3Y | +226.8% | -0.4% | +227.1% | +215.1% |
| 5Y | +251.2% | +133.8% | +117.4% | +149.7% |
| All | +1,537.1% | -4.6% | +1,541.7% | +1,225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling