+2.2%
SW vs QID
-38.2%
+40.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | -5.1% | -0.6% | -4.5% | -5.3% |
| 30D | -4.6% | 0.0% | -4.6% | -4.4% |
| 3M | +9.4% | +3.7% | +5.7% | +12.7% |
| 6M | +3.5% | -29.9% | +33.4% | -8.0% |
| YTD | +22.0% | -28.8% | +50.8% | +9.0% |
| 1Y | +2.2% | -37.2% | +39.4% | -10.4% |
| All | +2.2% | -38.2% | +40.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling