+176.1%
QLD vs SW
+19.6%
+156.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.1% |
| 7D | +0.6% | -5.1% | +5.7% | +2.3% |
| 30D | -0.1% | -4.6% | +4.5% | +1.3% |
| 3M | -8.4% | +9.4% | -17.7% | -11.6% |
| 6M | +32.2% | +3.5% | +28.7% | +29.0% |
| YTD | +28.9% | +22.0% | +6.9% | +18.3% |
| 1Y | +43.8% | +2.2% | +41.6% | +39.4% |
| All | +176.1% | +19.6% | +156.5% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling