+1,331.5%
XLK vs SLB
+351.6%
+979.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +3.4% | +3.5% | -0.1% | +2.5% |
| 30D | -10.6% | +6.5% | -17.1% | -12.0% |
| 3M | -10.6% | -0.2% | -10.4% | -10.8% |
| 6M | -3.5% | -5.7% | +2.2% | -2.8% |
| YTD | +18.7% | +36.8% | -18.1% | +7.9% |
| 1Y | +19.4% | +45.8% | -26.3% | +6.6% |
| 3Y | +94.5% | +3.4% | +91.1% | +86.3% |
| 5Y | +111.2% | +76.1% | +35.1% | +67.5% |
| 10Y | +707.2% | -13.0% | +720.2% | +599.0% |
| All | +1,331.5% | +351.6% | +979.9% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling