+54.0%
SW vs QS
-53.6%
+107.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.5% | -0.1% |
| 7D | +1.8% | +13.7% | -11.9% | +1.2% |
| 30D | +7.0% | -0.2% | +7.2% | +6.9% |
| 3M | -7.6% | -24.8% | +17.2% | -6.5% |
| 6M | +8.5% | -39.4% | +47.9% | +10.7% |
| YTD | +17.7% | -56.1% | +73.8% | +21.3% |
| 1Y | +27.1% | -72.5% | +99.6% | +33.5% |
| 3Y | +48.2% | -16.3% | +64.5% | +44.2% |
| 5Y | -2.3% | -87.6% | +85.2% | -3.8% |
| All | +54.0% | -53.6% | +107.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling