+62.6%
QLD vs SBAC
-39.7%
+102.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.2% | -11.5% | -12.3% |
| 7D | -18.6% | +4.4% | -23.0% | -19.7% |
| 30D | -28.3% | +13.8% | -42.1% | -31.5% |
| 3M | -20.4% | +9.0% | -29.4% | -22.9% |
| 6M | -14.3% | -10.0% | -4.3% | -12.0% |
| YTD | +2.8% | +1.8% | +1.0% | -1.0% |
| 1Y | -1.2% | +1.1% | -2.4% | -4.6% |
| 3Y | +135.3% | -9.5% | +144.8% | +125.8% |
| 5Y | +62.6% | -39.0% | +101.6% | +121.1% |
| All | +62.6% | -39.7% | +102.3% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling