+17.8%
SLB vs QID
-100.0%
+117.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.8% | -2.0% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +2.9% | +20.1% | -17.1% | +12.1% |
| 3M | +0.2% | +11.8% | -11.6% | +6.1% |
| 6M | -4.4% | +5.5% | -10.0% | -0.2% |
| YTD | +33.4% | -21.5% | +55.0% | +24.1% |
| 1Y | +40.8% | -22.6% | +63.4% | +30.5% |
| 3Y | +3.2% | -72.3% | +75.5% | -33.3% |
| 5Y | +64.8% | -76.9% | +141.7% | +11.2% |
| 10Y | -16.6% | -99.0% | +82.5% | -85.0% |
| All | +17.8% | -100.0% | +117.8% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling