+6,896.2%
QLD vs SW
+755.0%
+6,141.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +0.6% | -5.1% | +5.7% | +1.2% |
| 30D | -0.1% | -4.6% | +4.5% | +0.4% |
| 3M | -8.4% | +9.4% | -17.7% | -9.5% |
| 6M | +32.2% | +3.5% | +28.7% | +31.2% |
| YTD | +28.9% | +22.0% | +6.9% | +25.3% |
| 1Y | +43.8% | +2.2% | +41.6% | +42.4% |
| 3Y | +176.6% | +19.6% | +157.0% | +168.0% |
| 5Y | +121.6% | -2.3% | +123.9% | +113.7% |
| 10Y | +1,652.9% | +181.4% | +1,471.6% | +1,472.4% |
| All | +6,896.2% | +755.0% | +6,141.2% | +6,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling