+67.2%
QLD vs SBAC
-40.3%
+107.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.2% |
| 7D | -10.3% | +1.2% | -11.5% | -10.6% |
| 30D | -26.1% | +11.2% | -37.2% | -28.9% |
| 3M | -17.8% | +4.5% | -22.2% | -19.3% |
| 6M | -15.6% | -12.2% | -3.4% | -12.6% |
| YTD | +5.4% | -0.1% | +5.5% | +2.1% |
| 1Y | +5.2% | -0.3% | +5.5% | +2.0% |
| 3Y | +139.4% | -8.7% | +148.2% | +126.1% |
| All | +67.2% | -40.3% | +107.5% | +130.6% |
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