+93.9%
QQQ vs SBAC
-45.4%
+139.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.6% |
| 7D | -1.3% | -5.3% | +4.0% | -0.4% |
| 30D | -1.4% | +0.4% | -1.7% | -1.4% |
| 3M | +2.3% | -11.9% | +14.2% | +4.3% |
| 6M | +16.9% | -4.5% | +21.4% | +16.7% |
| YTD | +15.6% | -4.3% | +20.0% | +15.2% |
| 1Y | +22.6% | -3.9% | +26.5% | +21.9% |
| 3Y | +93.5% | -11.0% | +104.5% | +90.0% |
| 5Y | +93.9% | -44.1% | +138.0% | +128.2% |
| All | +93.9% | -45.4% | +139.3% | +128.2% |
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