+776.9%
XLK vs SLB
-4.7%
+781.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -0.5% | +4.9% | -5.3% | -1.6% |
| 3M | +5.0% | +1.4% | +3.6% | +4.2% |
| 6M | +32.9% | +17.6% | +15.2% | +27.4% |
| YTD | +29.0% | +48.3% | -19.4% | +17.2% |
| 1Y | +37.8% | +58.7% | -20.8% | +23.1% |
| 3Y | +118.7% | +0.6% | +118.1% | +111.5% |
| 5Y | +145.6% | +133.6% | +12.0% | +89.1% |
| All | +776.9% | -4.7% | +781.6% | +642.9% |
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 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