+37.5%
SLB vs QLD
+7,183.5%
-7,146.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.7% | +9.0% | +1.6% |
| 7D | -7.7% | -18.6% | +10.8% | +0.1% |
| 30D | -0.7% | -28.3% | +27.6% | +13.3% |
| 3M | 0.0% | -20.4% | +20.4% | +8.8% |
| 6M | -10.4% | -14.3% | +3.9% | -7.2% |
| YTD | +31.5% | +2.8% | +28.7% | +25.0% |
| 1Y | +39.1% | -1.2% | +40.4% | +34.0% |
| 3Y | -5.7% | +135.3% | -141.0% | -41.5% |
| 5Y | +65.4% | +62.6% | +2.9% | +6.9% |
| 10Y | -15.6% | +1,384.3% | -1,399.8% | -85.8% |
| All | +37.5% | +7,183.5% | -7,146.0% | -92.8% |
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