+34.5%
SLB vs QID
-100.0%
+134.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | 0.0% |
| 7D | +0.8% | -0.6% | +1.5% | +0.6% |
| 30D | +15.8% | 0.0% | +15.8% | +15.9% |
| 3M | -0.3% | +3.7% | -4.1% | +2.4% |
| 6M | +21.3% | -29.9% | +51.2% | +6.3% |
| YTD | +52.3% | -28.8% | +81.1% | +34.7% |
| 1Y | +63.6% | -37.2% | +100.8% | +38.0% |
| 3Y | +3.8% | -73.7% | +77.5% | -34.7% |
| 5Y | +128.6% | -80.7% | +209.4% | +41.1% |
| 10Y | -3.1% | -99.1% | +96.1% | -83.6% |
| All | +34.5% | -100.0% | +134.5% | -94.4% |
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