-6.3%
SLB vs QLD
+0.2%
-6.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -4.1% | -9.4% | +5.3% | -3.1% |
| 30D | +2.5% | -17.1% | +19.6% | +4.5% |
| 3M | +2.0% | -10.4% | +12.4% | +3.0% |
| 6M | -6.3% | +0.7% | -7.1% | -4.5% |
| All | -6.3% | +0.2% | -6.6% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling