+130.8%
SLB vs QLD
+121.5%
+9.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.8% |
| 3M | -0.3% | -8.4% | +8.0% | +0.9% |
| 6M | +21.3% | +32.2% | -10.9% | +13.0% |
| YTD | +52.3% | +28.9% | +23.4% | +42.4% |
| 1Y | +63.6% | +43.8% | +19.8% | +48.8% |
| 3Y | +3.8% | +176.6% | -172.8% | -18.8% |
| All | +130.8% | +121.5% | +9.2% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling