+542.4%
QQQ vs SLB
-14.0%
+556.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.4% | +2.6% | +3.8% | +5.9% |
| 30D | -7.5% | +4.4% | -11.8% | -8.2% |
| 3M | -4.8% | -2.7% | -2.1% | -4.5% |
| 6M | -2.5% | -7.5% | +5.1% | -1.6% |
| YTD | +12.4% | +34.8% | -22.4% | +5.1% |
| 1Y | +11.3% | +44.6% | -33.3% | +2.6% |
| 3Y | +85.0% | +3.2% | +81.8% | +78.8% |
| 5Y | +79.6% | +73.6% | +6.1% | +52.2% |
| All | +542.4% | -14.0% | +556.4% | +488.7% |
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