+56.8%
QQQI vs SBAC
-15.3%
+72.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -1.0% |
| 7D | -1.0% | -5.3% | +4.2% | -1.1% |
| 30D | -0.6% | +0.4% | -1.0% | -0.5% |
| 3M | +3.4% | -11.9% | +15.3% | +3.3% |
| 6M | +10.6% | -4.5% | +15.1% | +10.5% |
| YTD | +10.3% | -4.3% | +14.7% | +10.2% |
| 1Y | +16.3% | -3.9% | +20.2% | +16.3% |
| All | +56.8% | -15.3% | +72.1% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling