+250.3%
QCOM vs SLB
-3.2%
+253.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +7.7% | +15.8% | -8.1% | +2.9% |
| 3M | -30.1% | -0.3% | -29.7% | -30.3% |
| 6M | +22.8% | +21.3% | +1.5% | +15.3% |
| YTD | +0.2% | +52.3% | -52.1% | -12.4% |
| 1Y | +7.9% | +63.6% | -55.8% | -7.8% |
| 3Y | +55.8% | +3.8% | +52.1% | +48.9% |
| 5Y | +30.1% | +128.6% | -98.6% | -4.4% |
| All | +250.3% | -3.2% | +253.5% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling