+44.6%
SLB vs QLD
+10.8%
+33.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.6% | +12.5% | -9.9% | +0.5% |
| 30D | +4.4% | -15.7% | +20.1% | +6.9% |
| 3M | -2.7% | -11.9% | +9.2% | -1.1% |
| 6M | -7.5% | -10.3% | +2.7% | -6.4% |
| YTD | +34.8% | +15.6% | +19.2% | +28.5% |
| 1Y | +44.6% | +12.1% | +32.5% | +39.0% |
| All | +44.6% | +10.8% | +33.8% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling