+77.5%
QQQ vs SW
-2.3%
+79.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.6% | -2.9% | +6.6% | +4.0% |
| 30D | -6.7% | +5.0% | -11.8% | -7.4% |
| 3M | -7.0% | -13.7% | +6.6% | -5.3% |
| 6M | -4.7% | +8.0% | -12.7% | -6.1% |
| YTD | +11.1% | +14.0% | -2.9% | +8.1% |
| 1Y | +12.3% | +25.6% | -13.3% | +7.8% |
| 3Y | +83.3% | +40.1% | +43.2% | +73.1% |
| All | +77.5% | -2.3% | +79.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling