+139.2%
SLB vs QS
-74.6%
+213.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +0.4% | +2.2% | -1.8% | +0.3% |
| 30D | +13.6% | -8.1% | +21.6% | +14.2% |
| 3M | +1.5% | -27.0% | +28.5% | +3.2% |
| 6M | +23.0% | -16.4% | +39.5% | +23.6% |
| YTD | +51.2% | -46.4% | +97.6% | +56.2% |
| 1Y | +63.5% | -41.1% | +104.6% | +65.8% |
| 3Y | +2.5% | -18.6% | +21.1% | -3.8% |
| 5Y | +139.2% | -73.0% | +212.2% | +135.6% |
| All | +139.2% | -74.6% | +213.8% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling