+152.5%
QQQM vs SBAC
-34.8%
+187.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -0.6% | +3.9% | -4.5% | -1.3% |
| 3M | +1.3% | -8.2% | +9.5% | +2.7% |
| 6M | +18.2% | -2.8% | +21.0% | +17.7% |
| YTD | +16.9% | -1.5% | +18.5% | +15.8% |
| 1Y | +24.0% | 0.0% | +24.0% | +22.2% |
| 3Y | +96.0% | -8.4% | +104.4% | +91.4% |
| 5Y | +95.2% | -43.5% | +138.7% | +128.4% |
| All | +152.5% | -34.8% | +187.4% | +178.6% |
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