-2.6%
SLB vs QSR
+126.5%
-129.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | +7.8% | +5.7% | +2.1% | +4.8% |
| 3M | +2.7% | +6.9% | -4.3% | -1.2% |
| 6M | +22.2% | +6.9% | +15.3% | +16.8% |
| YTD | +51.1% | +14.9% | +36.2% | +38.8% |
| 1Y | +63.3% | +29.1% | +34.2% | +40.9% |
| 3Y | +2.4% | +26.1% | -23.7% | -12.8% |
| 5Y | +139.3% | +42.3% | +97.0% | +85.8% |
| 10Y | -2.6% | +134.0% | -136.6% | -41.4% |
| All | -2.6% | +126.5% | -129.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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