-14.4%
SLB vs QLD
+1,508.4%
-1,522.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | +12.5% | -9.9% | -1.1% |
| 30D | +4.4% | -15.7% | +20.1% | +9.3% |
| 3M | -2.7% | -11.9% | +9.2% | +0.3% |
| 6M | -7.5% | -10.3% | +2.7% | -6.2% |
| YTD | +34.8% | +15.6% | +19.2% | +25.6% |
| 1Y | +44.6% | +12.1% | +32.5% | +35.7% |
| 3Y | +3.2% | +150.7% | -147.5% | -27.6% |
| 5Y | +73.6% | +86.6% | -13.1% | +25.1% |
| All | -14.4% | +1,508.4% | -1,522.7% | -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