+229.3%
SLB vs QS
-44.4%
+273.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 6M | +21.3% | -21.7% | +43.1% | +22.2% |
| YTD | +52.3% | -47.4% | +99.7% | +56.3% |
| 1Y | +63.6% | -28.4% | +92.0% | +63.7% |
| 3Y | +3.8% | -22.6% | +26.4% | -0.2% |
| 5Y | +128.6% | -75.6% | +204.2% | +124.2% |
| All | +229.3% | -44.4% | +273.7% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling