+755.0%
SW vs NDAQ
+1,003.3%
-248.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | -5.1% | -2.4% | -2.6% | -4.9% |
| 30D | -4.6% | +2.5% | -7.0% | -4.8% |
| 3M | +9.4% | +9.9% | -0.5% | +8.4% |
| 6M | +3.5% | +9.4% | -5.9% | +2.6% |
| YTD | +22.0% | +0.4% | +21.6% | +21.8% |
| 1Y | +2.2% | +4.0% | -1.8% | +1.7% |
| 3Y | +19.6% | +94.4% | -74.8% | +13.9% |
| 5Y | -2.3% | +56.7% | -59.1% | -6.1% |
| 10Y | +181.4% | +375.3% | -193.9% | +161.6% |
| All | +755.0% | +1,003.3% | -248.3% | +750.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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