+743.1%
SW vs QID
-100.0%
+843.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +3.8% |
| 7D | +12.1% | +9.8% | +2.3% | +13.4% |
| 30D | +6.6% | +18.9% | -12.4% | +9.1% |
| 3M | -6.0% | +9.6% | -15.6% | -4.7% |
| 6M | +21.5% | -7.8% | +29.3% | +21.3% |
| YTD | +20.3% | -23.3% | +43.7% | +17.9% |
| 1Y | +28.1% | -22.0% | +50.2% | +26.0% |
| 3Y | +51.6% | -73.2% | +124.8% | +36.4% |
| 5Y | -0.1% | -77.1% | +76.9% | -9.3% |
| 10Y | +189.7% | -99.1% | +288.8% | +124.1% |
| All | +743.1% | -100.0% | +843.0% | +520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling