+154.7%
QLD vs SBAC
-8.2%
+162.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.8% |
| 7D | -1.4% | +3.0% | -4.4% | -1.3% |
| 30D | -19.6% | +4.3% | -23.9% | -19.4% |
| 3M | -14.1% | +4.1% | -18.3% | -14.0% |
| 6M | -13.6% | -11.6% | -2.0% | -13.5% |
| YTD | +12.5% | +0.4% | +12.2% | +12.6% |
| 1Y | +13.1% | -1.1% | +14.3% | +13.2% |
| 3Y | +154.7% | -7.3% | +162.0% | +153.8% |
| All | +154.7% | -8.2% | +162.9% | +153.8% |
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