-17.1%
SLB vs QLD
+1,375.1%
-1,392.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.2% |
| 7D | -7.1% | -10.3% | +3.2% | -4.2% |
| 30D | +4.1% | -26.1% | +30.1% | +13.5% |
| 3M | -2.6% | -17.8% | +15.1% | +2.6% |
| 6M | -8.6% | -15.6% | +7.0% | -5.5% |
| YTD | +32.2% | +5.4% | +26.8% | +26.8% |
| 1Y | +40.7% | +5.2% | +35.4% | +34.6% |
| 3Y | -4.5% | +139.4% | -144.0% | -32.1% |
| 5Y | +66.4% | +66.7% | -0.3% | +24.4% |
| All | -17.1% | +1,375.1% | -1,392.2% | -70.7% |
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