+93.3%
QQQ vs SBAC
-8.7%
+102.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -0.6% | +3.9% | -4.5% | -0.6% |
| 3M | +1.3% | -8.2% | +9.5% | +1.4% |
| 6M | +18.1% | -2.8% | +20.9% | +18.1% |
| YTD | +16.9% | -1.5% | +18.4% | +16.8% |
| 1Y | +24.0% | 0.0% | +24.0% | +23.9% |
| All | +93.3% | -8.7% | +102.1% | +94.0% |
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