+1,542.6%
QLD vs SBAC
+110.3%
+1,432.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | +12.5% | -3.4% | +15.9% | +14.5% |
| 30D | -15.7% | +2.6% | -18.3% | -17.2% |
| 3M | -11.9% | +2.6% | -14.5% | -13.9% |
| 6M | -10.3% | -11.5% | +1.3% | -6.6% |
| YTD | +15.6% | -1.6% | +17.2% | +10.1% |
| 1Y | +12.1% | -5.1% | +17.2% | +9.1% |
| 3Y | +150.7% | -9.3% | +160.0% | +130.5% |
| 5Y | +86.6% | -41.0% | +127.6% | +142.0% |
| All | +1,542.6% | +110.3% | +1,432.3% | +1,058.8% |
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