+2,557.3%
SOXX vs SLB
+284.8%
+2,272.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -2.7% | +13.6% | -16.3% | -7.6% |
| 3M | -7.5% | +1.5% | -9.0% | -8.9% |
| 6M | +63.5% | +23.0% | +40.5% | +49.7% |
| YTD | +75.7% | +51.2% | +24.4% | +48.2% |
| 1Y | +113.3% | +63.5% | +49.8% | +74.1% |
| 3Y | +227.4% | +2.5% | +224.9% | +211.7% |
| 5Y | +256.2% | +139.2% | +117.0% | +129.3% |
| 10Y | +1,512.5% | -4.8% | +1,517.2% | +1,216.4% |
| All | +2,557.3% | +284.8% | +2,272.5% | +844.2% |
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