+176.1%
QLD vs SBAC
-8.8%
+184.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.5% |
| 30D | -0.1% | +6.9% | -7.1% | 0.0% |
| 3M | -8.4% | -8.2% | -0.1% | -8.2% |
| 6M | +32.2% | -1.6% | +33.8% | +32.1% |
| YTD | +28.9% | -0.1% | +29.0% | +28.8% |
| 1Y | +43.8% | -0.5% | +44.3% | +43.7% |
| All | +176.1% | -8.8% | +184.9% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling