+5.2%
QLD vs SBAC
-0.4%
+5.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.4% |
| 7D | -10.3% | +1.2% | -11.5% | -10.2% |
| 30D | -26.1% | +11.2% | -37.2% | -25.6% |
| 3M | -17.8% | +4.5% | -22.2% | -17.5% |
| 6M | -15.6% | -12.2% | -3.4% | -15.1% |
| YTD | +5.4% | -0.1% | +5.5% | +6.1% |
| 1Y | +5.2% | -0.3% | +5.5% | +6.3% |
| All | +5.2% | -0.4% | +5.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling