+24.3%
QQQ vs SLB
+62.4%
-38.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -0.6% | +13.6% | -14.2% | -2.0% |
| 3M | +0.4% | +1.5% | -1.1% | +0.5% |
| 6M | +20.1% | +23.0% | -3.0% | +17.5% |
| YTD | +17.2% | +51.2% | -34.0% | +12.7% |
| All | +24.3% | +62.4% | -38.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling