+1,450.1%
QLD vs SBAC
+103.9%
+1,346.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -3.8% | +3.6% | -7.4% | -5.6% |
| 30D | -20.5% | +4.9% | -25.4% | -22.9% |
| 3M | -14.6% | +6.5% | -21.1% | -18.1% |
| 6M | -14.7% | -11.1% | -3.5% | -11.3% |
| YTD | +11.2% | +0.9% | +10.3% | +4.5% |
| 1Y | +7.1% | -1.6% | +8.7% | +2.1% |
| 3Y | +141.1% | -7.0% | +148.1% | +118.8% |
| 5Y | +84.3% | -39.2% | +123.5% | +135.1% |
| 10Y | +1,450.1% | +111.4% | +1,338.7% | +991.6% |
| All | +1,450.1% | +103.9% | +1,346.2% | +991.6% |
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 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