+146.6%
XLK vs SLB
+139.6%
+7.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | +0.8% | +7.8% | -7.0% | -0.6% |
| 3M | +4.1% | +2.7% | +1.4% | +3.2% |
| 6M | +34.8% | +22.2% | +12.6% | +29.3% |
| YTD | +30.8% | +51.1% | -20.3% | +20.3% |
| 1Y | +42.4% | +63.3% | -21.0% | +28.8% |
| 3Y | +121.8% | +2.4% | +119.4% | +111.5% |
| 5Y | +146.6% | +139.3% | +7.3% | +107.4% |
| All | +146.6% | +139.6% | +7.0% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling