-22.0%
QID vs SBAC
-4.7%
-17.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -11.8% | -2.7% | -9.1% | -11.7% |
| 30D | +14.2% | +3.3% | +10.9% | +13.9% |
| 3M | +8.8% | +3.3% | +5.5% | +8.5% |
| 6M | +1.5% | -10.9% | +12.4% | +1.3% |
| YTD | -23.8% | -1.0% | -22.8% | -24.1% |
| 1Y | -22.0% | -4.5% | -17.5% | -23.0% |
| All | -22.0% | -4.7% | -17.3% | -23.0% |
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