+37.8%
XLK vs SLB
+60.6%
-22.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | -0.5% | +4.9% | -5.3% | -1.1% |
| 3M | +5.0% | +1.4% | +3.6% | +4.9% |
| 6M | +32.9% | +17.6% | +15.2% | +30.3% |
| YTD | +29.0% | +48.3% | -19.4% | +23.8% |
| 1Y | +37.8% | +58.7% | -20.8% | +27.8% |
| All | +37.8% | +60.6% | -22.8% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling