-99.1%
QID vs SBAC
+83.0%
-182.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.2% | +0.8% |
| 7D | +2.7% | -5.3% | +8.0% | -0.2% |
| 30D | +3.3% | +0.4% | +2.9% | +3.7% |
| 3M | -5.5% | -11.9% | +6.4% | -12.1% |
| 6M | -28.4% | -4.5% | -23.9% | -29.8% |
| YTD | -26.6% | -4.3% | -22.2% | -27.9% |
| 1Y | -34.1% | -3.9% | -30.2% | -35.2% |
| 3Y | -73.7% | -11.0% | -62.7% | -74.8% |
| 5Y | -80.7% | -44.1% | -36.6% | -85.5% |
| All | -99.1% | +83.0% | -182.1% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling