+244.8%
SOXX vs SLB
+131.3%
+113.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +3.0% | -2.4% | +5.5% | +3.8% |
| 30D | -3.1% | +4.9% | -8.0% | -4.6% |
| 3M | -4.4% | +1.4% | -5.8% | -5.4% |
| 6M | +52.9% | +17.6% | +35.2% | +44.9% |
| YTD | +72.0% | +48.3% | +23.7% | +51.8% |
| 1Y | +105.1% | +58.7% | +46.4% | +76.9% |
| 3Y | +220.6% | +0.6% | +220.1% | +201.4% |
| 5Y | +244.8% | +133.6% | +111.2% | +169.9% |
| All | +244.8% | +131.3% | +113.5% | +169.9% |
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 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