+22.7%
QQQM vs SLB
+60.6%
-38.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -1.3% | -2.4% | +1.2% | -1.0% |
| 30D | -1.4% | +4.9% | -6.2% | -1.9% |
| 3M | +2.2% | +1.4% | +0.8% | +2.2% |
| 6M | +16.9% | +17.6% | -0.7% | +14.9% |
| YTD | +15.7% | +48.3% | -32.7% | +11.4% |
| 1Y | +22.7% | +58.7% | -36.0% | +14.6% |
| All | +22.7% | +60.6% | -38.0% | +14.6% |
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