+558.6%
QQQ vs SBAC
+87.1%
+471.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.3% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | -1.2% | +2.0% | -3.2% | -1.8% |
| 3M | -0.2% | -8.3% | +8.1% | +1.7% |
| 6M | +17.9% | +0.3% | +17.6% | +15.8% |
| YTD | +16.6% | -2.2% | +18.9% | +15.1% |
| 1Y | +23.0% | -4.6% | +27.6% | +22.1% |
| 3Y | +92.9% | -8.3% | +101.2% | +87.0% |
| 5Y | +95.6% | -42.8% | +138.4% | +125.4% |
| All | +558.6% | +87.1% | +471.4% | +445.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling