+1,600.8%
QLD vs SW
+189.7%
+1,411.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.0% |
| 7D | -9.4% | +12.1% | -21.4% | -11.7% |
| 30D | -17.1% | +6.6% | -23.6% | -18.3% |
| 3M | -10.4% | -6.0% | -4.4% | -9.5% |
| 6M | +0.7% | +21.5% | -20.7% | -4.0% |
| YTD | +17.7% | +20.3% | -2.6% | +11.7% |
| 1Y | +14.7% | +28.1% | -13.5% | +7.2% |
| 3Y | +169.6% | +51.6% | +118.0% | +143.1% |
| 5Y | +86.7% | -0.1% | +86.8% | +73.4% |
| 10Y | +1,600.8% | +189.7% | +1,411.0% | +1,268.3% |
| All | +1,600.8% | +189.7% | +1,411.0% | +1,268.3% |
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