+42.9%
SLB vs QLD
+8,245.8%
-8,202.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -4.1% | -9.4% | +5.3% | -0.2% |
| 30D | +2.5% | -17.1% | +19.6% | +10.4% |
| 3M | +2.0% | -10.4% | +12.4% | +6.0% |
| 6M | -6.3% | +0.7% | -7.1% | -9.1% |
| YTD | +36.5% | +17.7% | +18.8% | +23.0% |
| 1Y | +46.2% | +14.7% | +31.6% | +32.6% |
| 3Y | -2.1% | +169.6% | -171.7% | -42.4% |
| 5Y | +73.7% | +86.7% | -13.0% | +6.2% |
| 10Y | -12.3% | +1,600.8% | -1,613.1% | -86.0% |
| All | +42.9% | +8,245.8% | -8,202.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling