-22.0%
QID vs SBAC
+2.4%
-24.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.7% | -2.2% |
| 7D | +9.8% | +5.8% | +4.0% | +9.4% |
| 30D | +18.9% | +20.8% | -1.9% | +17.7% |
| 3M | +9.6% | +4.8% | +4.8% | +9.3% |
| 6M | -7.8% | -9.1% | +1.3% | -8.4% |
| YTD | -23.3% | +3.1% | -26.4% | -23.9% |
| 1Y | -22.0% | +2.2% | -24.2% | -23.2% |
| All | -22.0% | +2.4% | -24.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling