-100.0%
QID vs SBAC
+759.0%
-859.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +3.6% |
| 7D | -7.1% | +0.6% | -7.8% | -6.8% |
| 30D | +12.6% | +5.5% | +7.2% | +16.7% |
| 3M | +14.2% | +3.1% | +11.2% | +17.0% |
| 6M | +6.2% | -7.0% | +13.2% | +0.4% |
| YTD | -21.8% | +0.5% | -22.3% | -21.2% |
| 1Y | -23.1% | +0.2% | -23.4% | -22.7% |
| 3Y | -71.3% | -7.4% | -64.0% | -72.4% |
| 5Y | -77.0% | -39.7% | -37.3% | -81.9% |
| 10Y | -99.0% | +112.5% | -211.6% | -97.4% |
| All | -100.0% | +759.0% | -859.0% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling