+12.3%
QQQM vs SBAC
+2.4%
+9.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.9% | +1.1% |
| 7D | -4.6% | +5.8% | -10.4% | -4.5% |
| 30D | -8.5% | +20.8% | -29.3% | -8.1% |
| 3M | -4.3% | +4.8% | -9.0% | -4.2% |
| 6M | +3.1% | -9.1% | +12.2% | +3.4% |
| YTD | +13.1% | +3.1% | +10.0% | +13.5% |
| 1Y | +12.3% | +2.2% | +10.1% | +13.2% |
| All | +12.3% | +2.4% | +9.9% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling