+94.4%
QQQ vs SLB
+128.1%
-33.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -0.6% | +13.6% | -14.2% | -2.8% |
| 3M | +0.4% | +1.5% | -1.1% | -0.1% |
| 6M | +20.1% | +23.0% | -3.0% | +15.5% |
| YTD | +17.2% | +51.2% | -34.0% | +8.7% |
| 1Y | +24.7% | +63.5% | -38.8% | +13.9% |
| 3Y | +96.2% | +2.5% | +93.7% | +87.7% |
| 5Y | +94.4% | +139.2% | -44.8% | +67.3% |
| All | +94.4% | +128.1% | -33.7% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling