-89.4%
QS vs SBAC
-39.8%
-49.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | -5.0% | -2.8% | -2.2% | -3.5% |
| 30D | -1.4% | +3.1% | -4.5% | -3.1% |
| 3M | -33.6% | +5.1% | -38.7% | -35.7% |
| 6M | -47.6% | -11.4% | -36.2% | -45.0% |
| YTD | -59.6% | +0.2% | -59.8% | -61.7% |
| 1Y | -73.5% | -3.9% | -69.6% | -74.1% |
| 3Y | -23.0% | -7.7% | -15.4% | -27.4% |
| 5Y | -89.4% | -39.7% | -49.7% | -86.2% |
| All | -89.4% | -39.8% | -49.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling