+755.0%
SW vs QID
-100.0%
+855.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.2% |
| 7D | -5.1% | -0.6% | -4.5% | -5.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.5% |
| 3M | +9.4% | +3.7% | +5.7% | +10.6% |
| 6M | +3.5% | -29.9% | +33.4% | 0.0% |
| YTD | +22.0% | -28.8% | +50.8% | +18.3% |
| 1Y | +2.2% | -37.2% | +39.4% | -2.1% |
| 3Y | +19.6% | -73.7% | +93.3% | +7.1% |
| 5Y | -2.3% | -80.7% | +78.4% | -12.8% |
| 10Y | +181.4% | -99.1% | +280.5% | +115.7% |
| All | +755.0% | -100.0% | +855.0% | +522.3% |
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