+121.0%
QLD vs SBAC
-43.7%
+164.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -0.1% | +6.9% | -7.1% | -2.4% |
| 3M | -8.4% | -8.2% | -0.1% | -6.2% |
| 6M | +32.2% | -1.6% | +33.8% | +30.2% |
| YTD | +28.9% | -0.1% | +29.0% | +25.4% |
| 1Y | +43.8% | -0.5% | +44.3% | +39.6% |
| 3Y | +176.6% | -9.1% | +185.7% | +162.1% |
| All | +121.0% | -43.7% | +164.7% | +204.9% |
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