+93.7%
QQQM vs SLB
+1.0%
+92.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | -0.6% | +7.8% | -8.4% | -2.2% |
| 3M | +1.3% | +2.7% | -1.4% | +0.5% |
| 6M | +18.2% | +22.2% | -4.0% | +12.5% |
| YTD | +16.9% | +51.1% | -34.2% | +5.3% |
| 1Y | +24.0% | +63.3% | -39.3% | +9.2% |
| All | +93.7% | +1.0% | +92.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling