+523.8%
QQQ vs SLB
-16.9%
+540.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.5% | -4.3% | +2.7% | -0.7% |
| 30D | -10.2% | +1.9% | -12.1% | -10.5% |
| 3M | -6.3% | -5.7% | -0.6% | -5.5% |
| 6M | -4.9% | -5.3% | +0.4% | -4.5% |
| YTD | +10.2% | +32.2% | -21.9% | +3.4% |
| 1Y | +8.8% | +38.5% | -29.7% | +1.0% |
| 3Y | +81.4% | +1.1% | +80.2% | +75.9% |
| 5Y | +78.5% | +70.3% | +8.2% | +51.8% |
| 10Y | +523.8% | -17.3% | +541.1% | +473.0% |
| All | +523.8% | -16.9% | +540.7% | +473.0% |
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 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