+2.1%
SLB vs QS
-19.4%
+21.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.8% | -2.3% | +3.2% | +1.0% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | -0.3% | -39.6% | +39.3% | +2.6% |
| 6M | +21.3% | -21.7% | +43.1% | +22.4% |
| YTD | +52.3% | -47.4% | +99.7% | +57.2% |
| 1Y | +63.6% | -28.4% | +92.0% | +63.4% |
| All | +2.1% | -19.4% | +21.5% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling