+46.9%
QQQI vs SW
+20.8%
+26.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.4% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | -11.6% | +6.8% | -18.3% | -12.5% |
| 3M | -6.4% | -5.2% | -1.2% | -5.8% |
| 6M | -4.7% | +7.4% | -12.2% | -6.3% |
| YTD | +3.3% | +17.4% | -14.1% | -0.5% |
| 1Y | +5.0% | +27.1% | -22.1% | -0.3% |
| All | +46.9% | +20.8% | +26.1% | +44.3% |
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