-3.3%
SLB vs QLD
+1,646.9%
-1,650.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | +0.6% | +0.3% | +0.7% |
| 30D | +15.8% | -0.1% | +16.0% | +15.7% |
| 3M | -0.3% | -8.4% | +8.0% | +1.3% |
| 6M | +21.3% | +32.2% | -10.9% | +9.5% |
| YTD | +52.3% | +28.9% | +23.4% | +38.2% |
| 1Y | +63.6% | +43.8% | +19.8% | +42.7% |
| 3Y | +3.8% | +176.6% | -172.8% | -29.2% |
| 5Y | +128.6% | +121.6% | +7.1% | +56.0% |
| All | -3.3% | +1,646.9% | -1,650.2% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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