+1,570.9%
QQQ vs SLB
+289.9%
+1,281.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.4% | +0.8% | -0.5% | +0.1% |
| 30D | +0.2% | +15.8% | -15.6% | -3.6% |
| 3M | -2.8% | -0.3% | -2.5% | -3.3% |
| 6M | +18.0% | +21.3% | -3.3% | +11.4% |
| YTD | +17.3% | +52.3% | -35.0% | +4.1% |
| 1Y | +25.6% | +63.6% | -38.0% | +9.1% |
| 3Y | +93.7% | +3.8% | +90.0% | +85.2% |
| 5Y | +94.2% | +128.6% | -34.5% | +43.7% |
| 10Y | +557.9% | -3.1% | +560.9% | +457.5% |
| All | +1,570.9% | +289.9% | +1,281.0% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling