+1,351.8%
QLD vs SBAC
+93.8%
+1,258.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.5% |
| 7D | -10.3% | +1.2% | -11.5% | -10.8% |
| 30D | -26.1% | +11.2% | -37.2% | -30.5% |
| 3M | -17.8% | +4.5% | -22.2% | -20.3% |
| 6M | -15.6% | -12.2% | -3.4% | -11.7% |
| YTD | +5.4% | -0.1% | +5.5% | -0.4% |
| 1Y | +5.2% | -0.3% | +5.5% | -0.6% |
| 3Y | +139.4% | -8.7% | +148.2% | +120.1% |
| 5Y | +66.7% | -40.2% | +106.9% | +114.5% |
| All | +1,351.8% | +93.8% | +1,258.1% | +988.7% |
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