+99.1%
XLK vs SLB
+3.3%
+95.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -11.2% | +4.5% | -15.7% | -12.1% |
| 3M | -6.2% | -4.6% | -1.6% | -5.3% |
| 6M | -1.7% | -6.3% | +4.5% | -0.6% |
| YTD | +21.5% | +35.0% | -13.4% | +10.3% |
| 1Y | +19.6% | +38.8% | -19.2% | +7.4% |
| All | +99.1% | +3.3% | +95.8% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling