+139.2%
SLB vs QSR
+46.1%
+93.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +13.6% | +5.9% | +7.7% | +11.9% |
| 3M | +1.5% | +10.5% | -9.0% | -1.3% |
| 6M | +23.0% | +7.7% | +15.3% | +20.0% |
| YTD | +51.2% | +16.8% | +34.4% | +43.8% |
| 1Y | +63.5% | +30.9% | +32.6% | +49.8% |
| 3Y | +2.5% | +28.2% | -25.7% | -6.3% |
| 5Y | +139.2% | +45.0% | +94.2% | +105.4% |
| All | +139.2% | +46.1% | +93.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling