+1,502.1%
QLD vs SBAC
+114.8%
+1,387.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.2% |
| 7D | +7.0% | +0.6% | +6.4% | +6.6% |
| 30D | -14.3% | +5.5% | -19.8% | -17.1% |
| 3M | -16.0% | +3.1% | -19.1% | -18.1% |
| 6M | -14.2% | -7.0% | -7.2% | -13.1% |
| YTD | +12.8% | +0.5% | +12.3% | +6.1% |
| 1Y | +14.1% | +0.2% | +13.8% | +7.4% |
| 3Y | +146.0% | -7.4% | +153.3% | +123.6% |
| 5Y | +82.0% | -39.7% | +121.7% | +133.3% |
| All | +1,502.1% | +114.8% | +1,387.4% | +1,017.4% |
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 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