-2.6%
SLB vs QID
-99.1%
+96.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.1% |
| 7D | -1.9% | -1.9% | +0.1% | -2.4% |
| 30D | +7.8% | +1.7% | +6.1% | +8.4% |
| 3M | +2.7% | -3.9% | +6.6% | +2.0% |
| 6M | +22.2% | -30.0% | +52.1% | +11.1% |
| YTD | +51.1% | -28.2% | +79.3% | +38.9% |
| 1Y | +63.3% | -35.6% | +99.0% | +45.9% |
| 3Y | +2.4% | -74.3% | +76.7% | -26.5% |
| 5Y | +139.3% | -80.8% | +220.2% | +73.4% |
| 10Y | -2.6% | -99.2% | +96.5% | -69.5% |
| All | -2.6% | -99.1% | +96.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling