+1,646.5%
QLD vs SW
+139.3%
+1,507.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.6% |
| 7D | +3.0% | -2.6% | +5.5% | +3.5% |
| 30D | -1.8% | -7.5% | +5.7% | -0.2% |
| 3M | -1.8% | +10.3% | -12.1% | -4.2% |
| 6M | +36.9% | +5.4% | +31.5% | +34.5% |
| YTD | +28.7% | +17.9% | +10.8% | +23.0% |
| 1Y | +41.9% | -2.4% | +44.3% | +40.5% |
| 3Y | +184.2% | +28.7% | +155.5% | +164.5% |
| 5Y | +122.1% | -5.7% | +127.8% | +108.8% |
| 10Y | +1,646.5% | +139.3% | +1,507.2% | +1,311.8% |
| All | +1,646.5% | +139.3% | +1,507.2% | +1,311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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