+191.5%
SLB vs QS
-60.6%
+252.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +0.3% |
| 7D | +2.6% | -5.6% | +8.2% | +2.8% |
| 30D | +4.4% | -5.8% | +10.2% | +4.6% |
| 3M | -2.7% | -39.2% | +36.5% | -0.4% |
| 6M | -7.5% | -53.9% | +46.4% | -4.3% |
| YTD | +34.8% | -62.8% | +97.6% | +40.7% |
| 1Y | +44.6% | -73.5% | +118.1% | +53.3% |
| 3Y | +3.2% | -29.1% | +32.2% | -0.3% |
| 5Y | +73.6% | -90.0% | +163.6% | +76.8% |
| All | +191.5% | -60.6% | +252.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling