-28.4%
QS vs SBAC
-3.2%
-25.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.5% |
| 7D | -2.3% | -0.8% | -1.5% | -2.4% |
| 30D | -0.7% | +6.9% | -7.6% | -0.4% |
| 3M | -39.6% | -8.2% | -31.4% | -39.5% |
| 6M | -21.7% | -1.6% | -20.1% | -23.1% |
| YTD | -47.4% | -0.1% | -47.3% | -48.5% |
| 1Y | -28.4% | -0.5% | -27.9% | -26.9% |
| All | -28.4% | -3.2% | -25.2% | -26.9% |
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