-46.7%
QS vs SBAC
-32.8%
-13.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | -3.6% | -2.1% | -1.6% | -2.7% |
| 30D | -17.2% | +2.0% | -19.2% | -18.1% |
| 3M | -27.0% | -8.3% | -18.7% | -24.6% |
| 6M | -24.6% | +0.3% | -24.9% | -27.2% |
| YTD | -49.3% | -2.2% | -47.1% | -50.8% |
| 1Y | -40.3% | -4.6% | -35.7% | -41.3% |
| 3Y | -23.8% | -8.3% | -15.5% | -26.4% |
| 5Y | -75.0% | -42.8% | -32.1% | -68.1% |
| All | -46.7% | -32.8% | -13.8% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling