+571.7%
QQQ vs SLB
-4.1%
+575.8%
-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 | +1.0% | -1.9% | +2.9% | +1.3% |
| 30D | -0.6% | +7.8% | -8.4% | -2.1% |
| 3M | +1.3% | +2.7% | -1.4% | +0.4% |
| 6M | +18.1% | +22.2% | -4.0% | +13.0% |
| YTD | +16.9% | +51.1% | -34.2% | +7.1% |
| 1Y | +24.0% | +63.3% | -39.4% | +11.6% |
| 3Y | +95.6% | +2.4% | +93.2% | +89.1% |
| 5Y | +94.5% | +139.3% | -44.8% | +54.3% |
| 10Y | +571.7% | -2.6% | +574.3% | +495.5% |
| All | +571.7% | -4.1% | +575.8% | +495.5% |
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