-71.3%
QID vs SBAC
-6.5%
-64.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | -7.1% | +0.6% | -7.8% | -7.2% |
| 30D | +12.6% | +5.5% | +7.2% | +12.3% |
| 3M | +14.2% | +3.1% | +11.2% | +14.1% |
| 6M | +6.2% | -7.0% | +13.2% | +6.2% |
| YTD | -21.8% | +0.5% | -22.3% | -21.8% |
| 1Y | -23.1% | +0.2% | -23.4% | -23.1% |
| 3Y | -71.3% | -7.4% | -64.0% | -71.4% |
| All | -71.3% | -6.5% | -64.8% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling