-19.3%
QS vs SBAC
-7.8%
-11.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -8.1% | +3.2% | -11.3% | -8.9% |
| 3M | -27.0% | -5.1% | -22.0% | -26.2% |
| 6M | -16.4% | -2.1% | -14.3% | -17.1% |
| YTD | -46.4% | -0.5% | -45.8% | -47.5% |
| 1Y | -41.1% | +1.1% | -42.2% | -42.8% |
| All | -19.3% | -7.8% | -11.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling