+1,559.7%
QQQ vs SW
+743.1%
+816.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.7% |
| 7D | -4.6% | +12.1% | -16.7% | -5.3% |
| 30D | -8.5% | +6.6% | -15.1% | -8.9% |
| 3M | -4.3% | -6.0% | +1.7% | -4.0% |
| 6M | +3.1% | +21.5% | -18.4% | +1.7% |
| YTD | +13.0% | +20.3% | -7.3% | +11.4% |
| 1Y | +12.3% | +28.1% | -15.9% | +10.2% |
| 3Y | +91.4% | +51.6% | +39.8% | +85.8% |
| 5Y | +79.0% | -0.1% | +79.2% | +74.8% |
| 10Y | +551.5% | +189.7% | +361.8% | +513.2% |
| All | +1,559.7% | +743.1% | +816.6% | +1,444.2% |
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