-60.8%
QS vs SBAC
-32.0%
-28.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.7% | -7.3% |
| 7D | -5.6% | -2.7% | -2.9% | -4.4% |
| 30D | -5.8% | +3.3% | -9.1% | -7.3% |
| 3M | -39.2% | +3.3% | -42.5% | -40.3% |
| 6M | -53.9% | -10.9% | -43.0% | -52.0% |
| YTD | -62.8% | -1.0% | -61.8% | -64.2% |
| 1Y | -73.5% | -4.5% | -69.0% | -73.9% |
| 3Y | -29.1% | -8.7% | -20.3% | -31.3% |
| 5Y | -90.0% | -40.6% | -49.4% | -87.3% |
| All | -60.8% | -32.0% | -28.8% | -53.4% |
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 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