+55.1%
SW vs QS
-58.3%
+113.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.1% |
| 7D | +4.7% | -2.1% | +6.8% | +4.8% |
| 30D | +5.0% | -11.6% | +16.6% | +5.6% |
| 3M | -7.3% | -25.5% | +18.2% | -6.1% |
| 6M | +15.0% | -43.4% | +58.4% | +17.7% |
| YTD | +18.5% | -60.6% | +79.1% | +22.8% |
| 1Y | +27.1% | -75.9% | +103.1% | +34.4% |
| 3Y | +49.3% | -32.5% | +81.8% | +46.5% |
| 5Y | -1.6% | -86.8% | +85.1% | -2.6% |
| All | +55.1% | -58.3% | +113.4% | +54.9% |
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