+19.4%
XLK vs SLB
+46.1%
-26.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +3.4% | +3.5% | -0.1% | +2.8% |
| 30D | -10.6% | +6.5% | -17.1% | -11.2% |
| 3M | -10.6% | -0.2% | -10.4% | -10.6% |
| 6M | -3.5% | -5.7% | +2.2% | -2.4% |
| YTD | +18.7% | +36.8% | -18.1% | +16.5% |
| 1Y | +19.4% | +45.8% | -26.3% | +15.4% |
| All | +19.4% | +46.1% | -26.7% | +15.4% |
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